+28.1%
BA vs RUN
+133.0%
-104.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -1.7% | +18.1% | -19.8% | -4.5% |
| 30D | -9.5% | +27.5% | -36.9% | -13.4% |
| 3M | -26.5% | -4.5% | -22.0% | -26.5% |
| 6M | -27.4% | -33.3% | +6.0% | -23.7% |
| YTD | -20.6% | -47.1% | +26.5% | -15.7% |
| 1Y | -11.4% | -43.1% | +31.7% | -7.5% |
| 3Y | -10.8% | -3.0% | -7.8% | -32.1% |
| 5Y | -21.9% | -82.6% | +60.7% | -22.1% |
| 10Y | +28.1% | +103.3% | -75.2% | -36.4% |
| All | +28.1% | +133.0% | -104.9% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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