-11.8%
BA vs F
-0.9%
-10.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.1% | +1.6% | -0.5% | +0.8% |
| 30D | -7.9% | +2.6% | -10.6% | -8.4% |
| 3M | -25.3% | -8.8% | -16.5% | -23.9% |
| 6M | -24.6% | +4.6% | -29.2% | -25.2% |
| YTD | -20.1% | -1.9% | -18.2% | -21.6% |
| 1Y | -11.8% | -0.8% | -11.0% | -13.4% |
| All | -11.8% | -0.9% | -10.8% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling