-49.2%
BA vs REPL
+35.1%
-84.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.1% |
| 7D | +1.1% | +22.8% | -21.7% | -0.1% |
| 30D | -7.9% | +63.8% | -71.7% | -10.6% |
| 3M | -25.3% | +68.1% | -93.4% | -27.8% |
| 6M | -24.6% | +528.5% | -553.1% | -36.5% |
| YTD | -20.1% | +122.4% | -142.6% | -30.8% |
| 1Y | -11.8% | +154.4% | -166.1% | -24.4% |
| 3Y | -10.1% | +68.0% | -78.1% | -36.1% |
| 5Y | -22.7% | -35.4% | +12.6% | -39.3% |
| All | -49.2% | +35.1% | -84.4% | -70.2% |
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