-11.5%
BA vs FDS
+26.9%
-38.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.7% | -5.0% | +3.2% | -1.4% |
| 30D | -9.5% | +13.8% | -23.2% | -10.1% |
| 3M | -26.5% | +14.8% | -41.3% | -27.0% |
| 6M | -27.4% | +47.4% | -74.8% | -28.6% |
| YTD | -20.6% | +14.2% | -34.8% | -21.0% |
| All | -11.5% | +26.9% | -38.5% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling