+1,821.9%
BA vs F
+639.5%
+1,182.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.4% |
| 7D | +1.2% | +5.3% | -4.2% | -0.5% |
| 30D | -11.6% | +4.6% | -16.2% | -12.9% |
| 3M | -2.4% | -3.7% | +1.3% | -1.5% |
| 6M | -6.6% | +16.8% | -23.4% | -12.1% |
| YTD | -2.2% | +15.3% | -17.5% | -7.9% |
| 1Y | -8.0% | +31.0% | -39.0% | -17.3% |
| 3Y | -5.0% | +45.4% | -50.4% | -20.1% |
| 5Y | -2.7% | +54.7% | -57.4% | -21.5% |
| 10Y | +75.9% | +98.2% | -22.3% | +28.8% |
| All | +1,821.9% | +639.5% | +1,182.4% | +616.9% |
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