+641.7%
BE vs BA
-48.8%
+690.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -4.9% | -4.7% |
| 7D | -13.4% | 0.0% | -13.4% | -13.3% |
| 30D | -33.9% | -8.9% | -25.0% | -30.9% |
| 3M | -12.0% | -25.5% | +13.6% | +3.2% |
| 6M | -29.0% | -27.0% | -2.0% | -16.0% |
| YTD | +113.4% | -20.1% | +133.5% | +137.2% |
| 1Y | +33.2% | -11.0% | +44.2% | +39.4% |
| 3Y | +1,659.2% | -11.8% | +1,671.0% | +1,684.8% |
| 5Y | +461.4% | -20.6% | +482.0% | +491.0% |
| All | +641.7% | -48.8% | +690.4% | +645.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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