-0.9%
BA vs RUN
-80.5%
+79.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +1.2% | +1.3% | -0.1% | +1.0% |
| 30D | -11.6% | -15.3% | +3.6% | -10.1% |
| 3M | -2.4% | -40.0% | +37.6% | +2.8% |
| 6M | -6.6% | -27.0% | +20.3% | -4.1% |
| YTD | -2.2% | -51.7% | +49.4% | +3.5% |
| 1Y | -8.0% | -45.9% | +37.9% | -4.7% |
| 3Y | -5.0% | -43.8% | +38.8% | -13.9% |
| All | -0.9% | -80.5% | +79.5% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling