-27.6%
BA vs S
-52.7%
+25.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +1.1% | -13.4% | +14.5% | +3.0% |
| 30D | -7.9% | -14.0% | +6.1% | -6.2% |
| 3M | -25.3% | +4.9% | -30.2% | -26.5% |
| 6M | -24.6% | +42.0% | -66.6% | -29.3% |
| YTD | -20.1% | +45.1% | -65.3% | -25.9% |
| 1Y | -11.8% | +33.1% | -44.8% | -17.2% |
| 3Y | -10.1% | +40.6% | -50.8% | -18.8% |
| 5Y | -22.7% | -67.5% | +44.7% | -24.1% |
| All | -27.6% | -52.7% | +25.1% | -29.3% |
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