+23.4%
BA vs FDS
+127.0%
-103.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | -0.6% | -2.6% | +2.0% | +0.5% |
| 30D | -8.0% | +14.1% | -22.1% | -12.9% |
| 3M | -25.8% | +19.8% | -45.6% | -31.8% |
| 6M | -27.6% | +55.0% | -82.5% | -42.1% |
| YTD | -21.0% | +15.9% | -36.9% | -28.6% |
| 1Y | -12.3% | +24.2% | -36.4% | -24.0% |
| 3Y | -12.8% | -24.0% | +11.3% | -4.1% |
| 5Y | -22.4% | -23.3% | +1.0% | -17.0% |
| All | +23.4% | +127.0% | -103.6% | -25.3% |
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