-0.9%
BA vs U
-68.9%
+68.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +1.2% | -3.8% | +5.0% | +1.8% |
| 30D | -11.6% | +17.5% | -29.1% | -14.1% |
| 3M | -2.4% | +38.7% | -41.1% | -7.7% |
| 6M | -6.6% | +104.4% | -111.0% | -17.5% |
| YTD | -2.2% | -5.7% | +3.4% | -4.0% |
| 1Y | -8.0% | +3.7% | -11.7% | -12.1% |
| 3Y | -5.0% | +12.3% | -17.3% | -16.0% |
| All | -0.9% | -68.9% | +68.0% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling