-49.8%
BA vs REPL
+36.8%
-86.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -1.1% | +1.2% | -2.3% | -1.2% |
| 30D | -7.1% | +92.2% | -99.3% | -10.6% |
| 3M | -25.5% | +44.1% | -69.6% | -27.3% |
| 6M | -28.7% | +313.0% | -341.7% | -37.8% |
| YTD | -21.0% | +125.2% | -146.2% | -31.6% |
| 1Y | -11.9% | +143.8% | -155.6% | -24.2% |
| 3Y | -16.2% | +104.2% | -120.4% | -41.9% |
| 5Y | -22.4% | -34.5% | +12.2% | -39.0% |
| All | -49.8% | +36.8% | -86.6% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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