+31.1%
BA vs F
+82.1%
-51.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.0% |
| 7D | -0.1% | +1.4% | -1.5% | -0.8% |
| 30D | -9.1% | +2.0% | -11.2% | -10.2% |
| 3M | -28.2% | -10.4% | -17.8% | -24.5% |
| 6M | -23.1% | +9.7% | -32.8% | -28.5% |
| YTD | -20.6% | -1.2% | -19.4% | -22.8% |
| 1Y | -12.7% | 0.0% | -12.7% | -15.9% |
| 3Y | -11.6% | +41.1% | -52.7% | -34.7% |
| 5Y | -23.1% | -11.4% | -11.7% | -30.5% |
| All | +31.1% | +82.1% | -51.0% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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