-27.1%
BA vs S
-48.3%
+21.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | -7.9% | -7.3% | -0.6% | -7.2% |
| 3M | -25.2% | +5.9% | -31.0% | -26.4% |
| 6M | -26.7% | +45.6% | -72.4% | -31.6% |
| YTD | -19.6% | +58.5% | -78.1% | -26.4% |
| 1Y | -10.6% | +37.6% | -48.2% | -16.5% |
| 3Y | -11.2% | +51.7% | -62.9% | -20.7% |
| 5Y | -20.4% | -67.5% | +47.1% | -22.9% |
| All | -27.1% | -48.3% | +21.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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