-10.1%
BA vs EW
+51.9%
-62.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +1.1% | +11.0% | -9.9% | -0.4% |
| 30D | -7.9% | +19.1% | -27.0% | -10.2% |
| 3M | -25.3% | +14.4% | -39.7% | -26.8% |
| 6M | -24.6% | +22.8% | -47.4% | -26.8% |
| YTD | -20.1% | +19.8% | -39.9% | -22.3% |
| 1Y | -11.8% | +23.9% | -35.7% | -14.6% |
| 3Y | -10.1% | +52.2% | -62.4% | -19.0% |
| All | -10.1% | +51.9% | -62.1% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling