+1,502.7%
BA vs F
+540.9%
+961.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.2% |
| 7D | +5.9% | +6.0% | -0.1% | +4.0% |
| 30D | -8.2% | +4.3% | -12.4% | -9.5% |
| 3M | -25.4% | -10.1% | -15.3% | -23.0% |
| 6M | -20.0% | +12.8% | -32.8% | -24.0% |
| YTD | -18.5% | -0.1% | -18.4% | -19.8% |
| 1Y | -10.6% | +3.7% | -14.3% | -13.2% |
| 3Y | -9.3% | +42.7% | -51.9% | -23.1% |
| 5Y | -16.9% | -11.0% | -5.9% | -20.3% |
| 10Y | +37.9% | +87.0% | -49.2% | +3.1% |
| All | +1,502.7% | +540.9% | +961.8% | +524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling