+31.8%
BA vs EWT
+376.4%
-344.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -2.6% |
| 7D | +1.1% | -11.7% | +12.8% | +10.6% |
| 30D | -7.9% | -23.2% | +15.3% | +12.1% |
| 3M | -25.3% | -12.5% | -12.8% | -19.0% |
| 6M | -24.6% | -5.9% | -18.7% | -25.6% |
| YTD | -20.1% | +40.5% | -60.6% | -46.2% |
| 1Y | -11.8% | +43.7% | -55.5% | -41.9% |
| 3Y | -10.1% | +136.6% | -146.8% | -65.8% |
| 5Y | -22.7% | +105.1% | -127.8% | -65.4% |
| All | +31.8% | +376.4% | -344.6% | -71.3% |
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