+31.8%
BA vs PLUG
+6.6%
+25.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | -0.4% |
| 7D | +1.1% | +5.8% | -4.8% | +0.3% |
| 30D | -7.9% | -18.5% | +10.6% | -5.8% |
| 3M | -25.3% | -30.0% | +4.6% | -22.4% |
| 6M | -24.6% | -56.2% | +31.6% | -17.7% |
| YTD | -20.1% | -26.4% | +6.3% | -19.8% |
| 1Y | -11.8% | -42.2% | +30.5% | -9.1% |
| 3Y | -10.1% | -76.8% | +66.7% | -10.3% |
| 5Y | -22.7% | -96.2% | +73.5% | -5.5% |
| All | +31.8% | +6.6% | +25.1% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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