-26.4%
BA vs EWT
+118.2%
-144.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -1.1% | +9.1% | -10.2% | -6.3% |
| 30D | -7.1% | -12.2% | +5.1% | -0.8% |
| 3M | -25.5% | -9.4% | -16.1% | -22.3% |
| 6M | -28.7% | +2.7% | -31.4% | -33.2% |
| YTD | -21.0% | +53.3% | -74.3% | -45.6% |
| 1Y | -11.9% | +59.2% | -71.0% | -41.1% |
| 3Y | -16.2% | +157.1% | -173.2% | -64.8% |
| All | -26.4% | +118.2% | -144.6% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling