-0.9%
BA vs F
+55.4%
-56.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.3% |
| 7D | +1.2% | +5.3% | -4.2% | -0.6% |
| 30D | -11.6% | +4.6% | -16.2% | -13.0% |
| 3M | -2.4% | -3.7% | +1.3% | -1.4% |
| 6M | -6.6% | +16.8% | -23.4% | -12.7% |
| YTD | -2.2% | +15.3% | -17.5% | -8.6% |
| 1Y | -8.0% | +31.0% | -39.0% | -18.6% |
| 3Y | -5.0% | +45.4% | -50.4% | -23.4% |
| All | -0.9% | +55.4% | -56.3% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling