+23.4%
BA vs EWT
+448.2%
-424.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | +0.6% |
| 7D | -0.6% | +13.2% | -13.8% | -10.4% |
| 30D | -8.0% | -14.3% | +6.3% | +2.1% |
| 3M | -25.8% | -8.4% | -17.4% | -22.5% |
| 6M | -27.6% | +3.7% | -31.3% | -34.3% |
| YTD | -21.0% | +53.1% | -74.1% | -50.7% |
| 1Y | -12.3% | +55.5% | -67.8% | -46.2% |
| 3Y | -12.8% | +155.6% | -168.4% | -69.2% |
| 5Y | -22.4% | +119.3% | -141.7% | -67.2% |
| All | +23.4% | +448.2% | -424.8% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling