+31.8%
BA vs M
-4.2%
+35.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.9% |
| 7D | +1.1% | -4.3% | +5.4% | +2.3% |
| 30D | -7.9% | +1.3% | -9.2% | -8.5% |
| 3M | -25.3% | -7.4% | -17.9% | -24.0% |
| 6M | -24.6% | +18.3% | -42.9% | -29.1% |
| YTD | -20.1% | +7.6% | -27.7% | -23.4% |
| 1Y | -11.8% | +17.4% | -29.1% | -17.9% |
| 3Y | -10.1% | +108.4% | -118.5% | -35.7% |
| 5Y | -22.7% | -10.6% | -12.1% | -32.1% |
| All | +31.8% | -4.2% | +35.9% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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