-11.0%
BA vs EW
+26.0%
-37.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | 0.0% | +9.3% | -9.2% | -1.2% |
| 30D | -8.9% | +22.1% | -31.0% | -11.3% |
| 3M | -25.5% | +13.0% | -38.5% | -26.5% |
| 6M | -27.0% | +30.1% | -57.0% | -28.9% |
| YTD | -20.1% | +22.0% | -42.2% | -21.1% |
| 1Y | -11.0% | +23.7% | -34.7% | -12.2% |
| All | -11.0% | +26.0% | -37.0% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling