+28.1%
BA vs EW
+236.4%
-208.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.6% |
| 7D | -1.7% | +12.3% | -14.0% | -6.1% |
| 30D | -9.5% | +22.9% | -32.3% | -16.6% |
| 3M | -26.5% | +16.7% | -43.2% | -31.1% |
| 6M | -27.4% | +31.0% | -58.3% | -35.1% |
| YTD | -20.6% | +22.8% | -43.4% | -27.7% |
| 1Y | -11.4% | +25.6% | -37.0% | -20.1% |
| 3Y | -10.8% | +62.0% | -72.8% | -33.3% |
| 5Y | -21.9% | -12.8% | -9.2% | -23.0% |
| 10Y | +28.1% | +239.8% | -211.6% | -21.1% |
| All | +28.1% | +236.4% | -208.2% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling