-20.0%
BA vs F
+9.4%
-29.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.5% |
| 7D | +5.9% | +6.0% | -0.1% | +4.7% |
| 30D | -8.2% | +4.3% | -12.4% | -8.9% |
| 3M | -25.4% | -10.1% | -15.3% | -23.9% |
| 6M | -20.0% | +12.8% | -32.8% | -22.2% |
| All | -20.0% | +9.4% | -29.5% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling