+26.8%
BA vs USFR
+28.5%
-1.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -7.9% | +0.4% | -8.3% | -8.1% |
| 3M | -25.2% | +1.1% | -26.2% | -25.7% |
| 6M | -26.7% | +2.1% | -28.8% | -27.7% |
| YTD | -19.6% | +3.4% | -23.1% | -21.5% |
| 1Y | -10.6% | +4.1% | -14.7% | -13.1% |
| 3Y | -11.2% | +14.4% | -25.6% | -18.8% |
| 5Y | -20.4% | +21.4% | -41.9% | -30.6% |
| 10Y | +26.8% | +28.5% | -1.8% | +6.9% |
| All | +26.8% | +28.5% | -1.8% | +6.9% |
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