+31.8%
BA vs FDS
+135.4%
-103.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +2.0% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | -7.9% | +20.2% | -28.1% | -14.8% |
| 3M | -25.3% | +19.9% | -45.2% | -31.4% |
| 6M | -24.6% | +56.2% | -80.7% | -40.0% |
| YTD | -20.1% | +14.6% | -34.7% | -27.5% |
| 1Y | -11.8% | +31.6% | -43.4% | -26.0% |
| 3Y | -10.1% | -23.8% | +13.7% | -1.5% |
| 5Y | -22.7% | -22.6% | -0.2% | -18.1% |
| All | +31.8% | +135.4% | -103.6% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling