-26.4%
BA vs USFR
+21.4%
-47.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -7.1% | +0.4% | -7.5% | -7.4% |
| 3M | -25.5% | +1.1% | -26.6% | -26.2% |
| 6M | -28.7% | +2.0% | -30.8% | -29.8% |
| YTD | -21.0% | +3.5% | -24.5% | -23.6% |
| 1Y | -11.9% | +4.1% | -15.9% | -15.5% |
| 3Y | -16.2% | +14.4% | -30.5% | -23.6% |
| All | -26.4% | +21.4% | -47.8% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling