+28.1%
BA vs FDS
+135.1%
-107.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.7% | -5.0% | +3.2% | +0.3% |
| 30D | -9.5% | +13.8% | -23.2% | -14.2% |
| 3M | -26.5% | +14.8% | -41.3% | -31.2% |
| 6M | -27.4% | +47.4% | -74.8% | -40.6% |
| YTD | -20.6% | +14.2% | -34.8% | -27.8% |
| 1Y | -11.4% | +26.6% | -38.1% | -24.2% |
| 3Y | -10.8% | -24.4% | +13.6% | -1.9% |
| 5Y | -21.9% | -22.6% | +0.7% | -17.2% |
| 10Y | +28.1% | +130.0% | -101.8% | -22.7% |
| All | +28.1% | +135.1% | -107.0% | -22.7% |
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