-21.0%
BA vs F
-13.7%
-7.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | 0.0% | +1.0% | -0.9% | -0.3% |
| 30D | -8.9% | +2.1% | -11.1% | -9.7% |
| 3M | -25.5% | -10.3% | -15.3% | -22.9% |
| 6M | -27.0% | +3.3% | -30.2% | -28.9% |
| YTD | -20.1% | -2.0% | -18.2% | -21.3% |
| 1Y | -11.0% | -2.3% | -8.7% | -12.3% |
| 3Y | -11.8% | +49.9% | -61.7% | -31.4% |
| All | -21.0% | -13.7% | -7.3% | -25.1% |
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