+73.5%
BA vs EW
+133.1%
-59.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -11.6% | +1.0% | -12.7% | -12.0% |
| 3M | -2.4% | +2.8% | -5.2% | -3.5% |
| 6M | -6.6% | +5.5% | -12.1% | -8.9% |
| YTD | -2.2% | +5.5% | -7.7% | -4.9% |
| 1Y | -8.0% | +11.0% | -19.1% | -12.6% |
| 3Y | -5.0% | +17.7% | -22.7% | -17.4% |
| 5Y | -2.7% | -25.7% | +23.0% | +1.9% |
| All | +73.5% | +133.1% | -59.6% | +22.2% |
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