-48.9%
BA vs REPL
+36.1%
-85.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +1.0% |
| 7D | -1.4% | +5.3% | -6.7% | -1.7% |
| 30D | -7.9% | +66.6% | -74.5% | -10.7% |
| 3M | -25.2% | +59.6% | -84.7% | -27.4% |
| 6M | -26.7% | +482.4% | -509.1% | -37.9% |
| YTD | -19.6% | +124.1% | -143.7% | -30.4% |
| 1Y | -10.6% | +138.6% | -149.1% | -23.0% |
| 3Y | -11.2% | +96.0% | -107.3% | -38.2% |
| 5Y | -20.4% | -35.4% | +15.0% | -37.4% |
| All | -48.9% | +36.1% | -85.0% | -70.0% |
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