+23.4%
BA vs QSR
+137.8%
-114.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.6% |
| 7D | -0.6% | -3.9% | +3.4% | +2.2% |
| 30D | -8.0% | +5.9% | -13.9% | -11.9% |
| 3M | -25.8% | +1.7% | -27.5% | -27.3% |
| 6M | -27.6% | -1.9% | -25.7% | -27.8% |
| YTD | -21.0% | +13.6% | -34.6% | -30.0% |
| 1Y | -12.3% | +13.1% | -25.4% | -22.3% |
| 3Y | -12.8% | +21.8% | -34.6% | -31.2% |
| 5Y | -22.4% | +57.2% | -79.6% | -51.8% |
| All | +23.4% | +137.8% | -114.5% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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