+490.0%
BA vs FE
+566.1%
-76.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | -9.1% | +6.4% | -15.5% | -11.4% |
| 3M | -28.2% | -0.5% | -27.7% | -28.1% |
| 6M | -23.1% | +4.7% | -27.9% | -24.8% |
| YTD | -20.6% | +8.4% | -28.9% | -23.3% |
| 1Y | -12.7% | +7.2% | -19.9% | -15.5% |
| 3Y | -11.6% | +44.9% | -56.5% | -25.5% |
| 5Y | -23.1% | +46.3% | -69.4% | -36.1% |
| 10Y | +34.4% | +110.3% | -75.9% | -4.4% |
| All | +490.0% | +566.1% | -76.1% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling