-20.4%
BA vs ON
+27.1%
-47.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | -0.7% |
| 7D | -1.4% | +3.3% | -4.7% | -2.4% |
| 30D | -7.9% | -3.1% | -4.8% | -7.8% |
| 3M | -25.2% | -9.2% | -15.9% | -24.2% |
| 6M | -26.7% | -31.4% | +4.6% | -23.0% |
| YTD | -19.6% | +36.0% | -55.6% | -31.0% |
| 1Y | -10.6% | +52.0% | -62.6% | -25.8% |
| 3Y | -11.2% | +9.3% | -20.5% | -25.4% |
| 5Y | -20.4% | +26.5% | -46.9% | -42.6% |
| All | -20.4% | +27.1% | -47.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 5y: compounded portfolio wealth divided by compounded ON 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…
5y analysis · Full analysis span regression · 6 months rolling