+73.5%
BA vs FE
+115.1%
-41.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +1.2% | +1.9% | -0.8% | +0.3% |
| 30D | -11.6% | -1.2% | -10.5% | -11.2% |
| 3M | -2.4% | +3.5% | -5.9% | -4.0% |
| 6M | -6.6% | -6.1% | -0.6% | -4.3% |
| YTD | -2.2% | +7.6% | -9.9% | -5.6% |
| 1Y | -8.0% | +11.9% | -19.9% | -12.9% |
| 3Y | -5.0% | +48.4% | -53.4% | -22.9% |
| 5Y | -2.7% | +44.8% | -47.5% | -21.1% |
| All | +73.5% | +115.1% | -41.6% | +38.4% |
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