+568.9%
BA vs EWT
+485.8%
+83.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | 0.0% | -3.7% | +3.7% | +1.2% |
| 30D | -8.9% | -17.2% | +8.2% | -1.1% |
| 3M | -25.5% | -7.3% | -18.2% | -23.7% |
| 6M | -27.0% | -1.5% | -25.5% | -28.4% |
| YTD | -20.1% | +49.0% | -69.2% | -36.7% |
| 1Y | -11.0% | +50.6% | -61.6% | -29.9% |
| 3Y | -11.8% | +148.9% | -160.7% | -46.5% |
| 5Y | -20.6% | +116.1% | -136.7% | -47.9% |
| 10Y | +26.6% | +427.8% | -401.2% | -42.1% |
| All | +568.9% | +485.8% | +83.0% | +121.3% |
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 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