+23.3%
BA vs PLUG
-25.0%
+48.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.5% | +1.2% |
| 7D | -1.1% | -23.4% | +22.4% | +2.0% |
| 30D | -7.1% | -23.4% | +16.3% | -4.5% |
| 3M | -25.5% | -51.7% | +26.2% | -19.2% |
| 6M | -28.7% | -72.0% | +43.2% | -17.9% |
| YTD | -21.0% | -43.7% | +22.6% | -18.2% |
| 1Y | -11.9% | -55.4% | +43.6% | -6.3% |
| 3Y | -16.2% | -68.0% | +51.9% | -19.5% |
| 5Y | -22.4% | -97.4% | +75.0% | -0.5% |
| All | +23.3% | -25.0% | +48.3% | -1.8% |
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