+718.8%
BA vs EWT
+594.1%
+124.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | -0.1% |
| 7D | +1.2% | +4.0% | -2.8% | -0.8% |
| 30D | -11.6% | +10.3% | -21.9% | -15.9% |
| 3M | -2.4% | +6.1% | -8.5% | -6.2% |
| 6M | -6.6% | +56.6% | -63.3% | -26.6% |
| YTD | -2.2% | +76.6% | -78.8% | -27.8% |
| 1Y | -8.0% | +97.9% | -105.9% | -36.0% |
| 3Y | -5.0% | +198.0% | -203.0% | -46.6% |
| 5Y | -2.7% | +151.8% | -154.5% | -40.1% |
| 10Y | +75.9% | +514.1% | -438.3% | -24.7% |
| All | +718.8% | +594.1% | +124.7% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling