-16.2%
BA vs EW
+62.8%
-78.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -1.1% | +4.9% | -6.0% | -1.8% |
| 30D | -7.1% | +23.9% | -31.1% | -10.0% |
| 3M | -25.5% | +15.8% | -41.3% | -27.1% |
| 6M | -28.7% | +31.7% | -60.4% | -31.5% |
| YTD | -21.0% | +25.7% | -46.7% | -23.7% |
| 1Y | -11.9% | +24.4% | -36.3% | -14.8% |
| 3Y | -16.2% | +65.9% | -82.0% | -25.2% |
| All | -16.2% | +62.8% | -78.9% | -25.2% |
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 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