-23.1%
BA vs S
-69.2%
+46.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.8% | +6.3% | -1.2% |
| 7D | -0.1% | -16.7% | +16.6% | +2.6% |
| 30D | -9.1% | -17.0% | +7.9% | -6.8% |
| 3M | -28.2% | +2.0% | -30.2% | -29.1% |
| 6M | -23.1% | +35.1% | -58.2% | -27.9% |
| YTD | -20.6% | +42.8% | -63.4% | -26.7% |
| 1Y | -12.7% | +27.7% | -40.4% | -18.1% |
| 3Y | -11.6% | +33.0% | -44.5% | -20.5% |
| 5Y | -23.1% | -68.0% | +44.8% | -19.6% |
| All | -23.1% | -69.2% | +46.0% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling