+617.4%
BA vs EW
+7,833.4%
-7,216.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | -0.1% | +6.8% | -6.8% | -1.9% |
| 30D | -9.1% | +16.6% | -25.7% | -13.0% |
| 3M | -28.2% | +13.3% | -41.5% | -30.8% |
| 6M | -23.1% | +21.6% | -44.7% | -27.5% |
| YTD | -20.6% | +18.3% | -38.8% | -24.8% |
| 1Y | -12.7% | +21.7% | -34.4% | -18.1% |
| 3Y | -11.6% | +50.3% | -61.9% | -24.8% |
| 5Y | -23.1% | -15.0% | -8.1% | -24.2% |
| 10Y | +34.4% | +237.5% | -203.1% | -6.0% |
| All | +617.4% | +7,833.4% | -7,216.0% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling