+9.8%
BA vs U
-43.4%
+53.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +1.4% |
| 7D | +5.9% | +7.5% | -1.6% | +4.7% |
| 30D | -8.2% | -7.0% | -1.1% | -7.3% |
| 3M | -25.4% | +20.6% | -45.9% | -27.8% |
| 6M | -20.0% | +53.2% | -73.2% | -25.6% |
| YTD | -18.5% | -3.9% | -14.6% | -20.4% |
| 1Y | -10.6% | +18.4% | -29.0% | -16.0% |
| 3Y | -9.3% | +53.6% | -62.9% | -23.2% |
| 5Y | -16.9% | -72.0% | +55.1% | -17.3% |
| All | +9.8% | -43.4% | +53.2% | -3.0% |
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 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