+31.8%
BA vs TER
+897.7%
-866.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.2% |
| 7D | +1.1% | -20.5% | +21.5% | +7.2% |
| 30D | -7.9% | -47.0% | +39.1% | +9.0% |
| 3M | -25.3% | -43.3% | +18.0% | -14.6% |
| 6M | -24.6% | -42.9% | +18.3% | -17.6% |
| YTD | -20.1% | +12.9% | -33.0% | -33.5% |
| 1Y | -11.8% | +18.2% | -29.9% | -28.0% |
| 3Y | -10.1% | +151.8% | -161.9% | -51.0% |
| 5Y | -22.7% | +54.2% | -77.0% | -50.8% |
| All | +31.8% | +897.7% | -866.0% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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