+31.8%
BA vs USFR
+28.5%
+3.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -7.9% | +0.4% | -8.3% | -8.2% |
| 3M | -25.3% | +1.1% | -26.4% | -25.8% |
| 6M | -24.6% | +2.1% | -26.6% | -25.6% |
| YTD | -20.1% | +3.4% | -23.5% | -22.0% |
| 1Y | -11.8% | +4.1% | -15.9% | -14.2% |
| 3Y | -10.1% | +14.4% | -24.5% | -17.8% |
| 5Y | -22.7% | +21.3% | -44.1% | -32.5% |
| All | +31.8% | +28.5% | +3.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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