+668.0%
BE vs BA
-49.3%
+717.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +10.8% | -1.1% | +11.9% | +11.5% |
| 30D | -19.8% | -7.1% | -12.7% | -17.1% |
| 3M | -18.7% | -25.5% | +6.8% | -4.6% |
| 6M | -33.7% | -28.7% | -5.0% | -20.5% |
| YTD | +121.0% | -21.0% | +142.0% | +147.3% |
| 1Y | +85.4% | -11.9% | +97.3% | +95.2% |
| 3Y | +1,709.5% | -16.2% | +1,725.7% | +1,791.4% |
| 5Y | +462.2% | -22.4% | +484.6% | +499.3% |
| All | +668.0% | -49.3% | +717.3% | +677.2% |
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