-11.0%
BA vs U
+21.4%
-32.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | 0.0% | +24.4% | -24.3% | -2.2% |
| 30D | -8.9% | +7.4% | -16.3% | -9.7% |
| 3M | -25.5% | +16.8% | -42.3% | -26.9% |
| 6M | -27.0% | +78.8% | -105.7% | -31.0% |
| YTD | -20.1% | +14.0% | -34.1% | -21.2% |
| 1Y | -11.0% | +16.7% | -27.7% | -13.3% |
| All | -11.0% | +21.4% | -32.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling