+103.5%
BA vs USFR
+27.5%
+75.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -11.6% | +0.3% | -11.9% | -11.7% |
| 3M | -2.4% | +1.0% | -3.4% | -2.8% |
| 6M | -6.6% | +1.9% | -8.6% | -7.4% |
| YTD | -2.2% | +2.6% | -4.9% | -3.3% |
| 1Y | -8.0% | +4.0% | -12.0% | -9.5% |
| 3Y | -5.0% | +14.1% | -19.1% | -10.0% |
| 5Y | -2.7% | +20.4% | -23.1% | -10.0% |
| 10Y | +75.9% | +28.0% | +47.9% | +58.9% |
| All | +103.5% | +27.5% | +75.9% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling