+1,462.0%
BA vs F
+533.8%
+928.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | -0.1% | +1.4% | -1.5% | -0.5% |
| 30D | -9.1% | +2.0% | -11.2% | -9.8% |
| 3M | -28.2% | -10.4% | -17.8% | -25.8% |
| 6M | -23.1% | +9.7% | -32.8% | -26.3% |
| YTD | -20.6% | -1.2% | -19.4% | -21.6% |
| 1Y | -12.7% | 0.0% | -12.7% | -14.3% |
| 3Y | -11.6% | +41.1% | -52.7% | -24.7% |
| 5Y | -23.1% | -11.4% | -11.7% | -26.1% |
| 10Y | +34.4% | +85.0% | -50.6% | +0.9% |
| All | +1,462.0% | +533.8% | +928.2% | +510.5% |
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 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