-11.8%
BA vs U
+24.4%
-36.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | 0.0% |
| 7D | +1.1% | +36.6% | -35.5% | -2.1% |
| 30D | -7.9% | +13.3% | -21.2% | -9.2% |
| 3M | -25.3% | +26.2% | -51.5% | -27.1% |
| 6M | -24.6% | +88.7% | -113.3% | -29.0% |
| YTD | -20.1% | +16.6% | -36.7% | -21.7% |
| 1Y | -11.8% | +29.0% | -40.7% | -15.0% |
| All | -11.8% | +24.4% | -36.2% | -15.0% |
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