+31.8%
BA vs FE
+105.3%
-73.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | +1.1% | -1.0% | +2.1% | +1.5% |
| 30D | -7.9% | +4.1% | -12.1% | -9.6% |
| 3M | -25.3% | -1.0% | -24.3% | -25.1% |
| 6M | -24.6% | +4.0% | -28.6% | -26.1% |
| YTD | -20.1% | +6.8% | -27.0% | -22.7% |
| 1Y | -11.8% | +5.3% | -17.0% | -14.2% |
| 3Y | -10.1% | +44.6% | -54.7% | -26.1% |
| 5Y | -22.7% | +44.2% | -67.0% | -37.3% |
| All | +31.8% | +105.3% | -73.5% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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