-23.1%
BA vs REPL
-40.1%
+16.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.4% |
| 7D | -0.1% | +15.1% | -15.2% | -0.5% |
| 30D | -9.1% | +51.1% | -60.2% | -10.3% |
| 3M | -28.2% | +69.2% | -97.4% | -29.5% |
| 6M | -23.1% | +597.6% | -620.7% | -30.7% |
| YTD | -20.6% | +106.0% | -126.5% | -26.5% |
| 1Y | -12.7% | +133.3% | -146.0% | -19.8% |
| 3Y | -11.6% | +41.0% | -52.5% | -26.6% |
| 5Y | -23.1% | -40.1% | +17.0% | -29.1% |
| All | -23.1% | -40.1% | +16.9% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling