-4.6%
BA vs FE
+49.5%
-54.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +1.2% | +1.9% | -0.8% | +1.0% |
| 30D | -11.6% | -1.2% | -10.5% | -11.5% |
| 3M | -2.4% | +3.5% | -5.9% | -2.6% |
| 6M | -6.6% | -6.1% | -0.6% | -6.0% |
| YTD | -2.2% | +7.6% | -9.9% | -2.4% |
| 1Y | -8.0% | +11.9% | -19.9% | -8.5% |
| All | -4.6% | +49.5% | -54.1% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling