+31.7%
BA vs U
-44.5%
+76.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +1.2% | -3.8% | +5.0% | +1.7% |
| 30D | -11.6% | +17.5% | -29.1% | -14.0% |
| 3M | -2.4% | +38.7% | -41.1% | -7.5% |
| 6M | -6.6% | +104.4% | -111.0% | -17.0% |
| YTD | -2.2% | -5.7% | +3.4% | -4.0% |
| 1Y | -8.0% | +3.7% | -11.7% | -12.0% |
| 3Y | -5.0% | +12.3% | -17.3% | -15.5% |
| 5Y | -2.7% | -68.8% | +66.1% | -4.1% |
| All | +31.7% | -44.5% | +76.2% | +16.9% |
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