+31.8%
BA vs FE
+107.4%
-75.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -7.9% | +5.2% | -13.1% | -9.9% |
| 3M | -25.3% | 0.0% | -25.3% | -25.4% |
| 6M | -24.6% | +5.0% | -29.6% | -26.4% |
| YTD | -20.1% | +7.9% | -28.0% | -23.1% |
| 1Y | -11.8% | +6.3% | -18.1% | -14.6% |
| 3Y | -10.1% | +46.0% | -56.2% | -26.4% |
| 5Y | -22.7% | +45.6% | -68.4% | -37.6% |
| All | +31.8% | +107.4% | -75.6% | +5.9% |
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