+7.0%
BA vs U
-34.9%
+42.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +14.9% | -17.5% | -4.8% |
| 7D | -0.1% | +24.3% | -24.4% | -3.5% |
| 30D | -9.1% | +8.6% | -17.7% | -10.6% |
| 3M | -28.2% | +37.6% | -65.8% | -32.0% |
| 6M | -23.1% | +78.5% | -101.6% | -30.2% |
| YTD | -20.6% | +10.5% | -31.0% | -24.1% |
| 1Y | -12.7% | +15.2% | -27.9% | -17.5% |
| 3Y | -11.6% | +76.6% | -88.1% | -26.8% |
| 5Y | -23.1% | -67.9% | +44.7% | -25.3% |
| All | +7.0% | -34.9% | +42.0% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling