-22.1%
BA vs EW
-14.5%
-7.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +1.1% | +11.0% | -9.9% | -1.6% |
| 30D | -7.9% | +19.1% | -27.0% | -12.0% |
| 3M | -25.3% | +14.4% | -39.7% | -28.0% |
| 6M | -24.6% | +22.8% | -47.4% | -28.7% |
| YTD | -20.1% | +19.8% | -39.9% | -24.3% |
| 1Y | -11.8% | +23.9% | -35.7% | -17.1% |
| 3Y | -10.1% | +52.2% | -62.4% | -25.7% |
| All | -22.1% | -14.5% | -7.7% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling