-17.6%
BA vs USAR
-18.3%
+0.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | +0.6% |
| 7D | -1.4% | +0.8% | -2.2% | -1.4% |
| 30D | -7.9% | -30.1% | +22.2% | -7.2% |
| 3M | -25.2% | -56.3% | +31.1% | -23.8% |
| 6M | -26.7% | -68.6% | +41.8% | -25.2% |
| YTD | -19.6% | -30.5% | +10.9% | -18.6% |
| 1Y | -10.6% | -53.5% | +42.9% | -9.6% |
| 3Y | -11.2% | -19.3% | +8.0% | -13.5% |
| All | -17.6% | -18.3% | +0.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling