-0.3%
BA vs QSR
+28.6%
-28.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -10.1% | +5.9% | -16.0% | -11.1% |
| 3M | -2.4% | +10.5% | -12.9% | -4.4% |
| 6M | -8.8% | +7.7% | -16.5% | -10.4% |
| YTD | -2.9% | +16.8% | -19.7% | -6.1% |
| 1Y | -8.8% | +30.9% | -39.6% | -14.2% |
| 3Y | -0.3% | +28.2% | -28.4% | -8.2% |
| All | -0.3% | +28.6% | -28.9% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling