+737.9%
BE vs BA
-48.4%
+786.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.7% | +12.3% | +12.6% |
| 7D | +4.5% | -1.4% | +5.9% | +5.6% |
| 30D | -20.1% | -7.9% | -12.2% | -17.1% |
| 3M | -0.8% | -25.2% | +24.3% | +16.0% |
| 6M | -26.2% | -26.7% | +0.5% | -12.9% |
| YTD | +141.1% | -19.6% | +160.7% | +167.1% |
| 1Y | +64.8% | -10.6% | +75.4% | +72.2% |
| 3Y | +1,887.4% | -11.2% | +1,898.6% | +1,909.5% |
| 5Y | +518.1% | -20.4% | +538.5% | +549.9% |
| All | +737.9% | -48.4% | +786.3% | +739.4% |
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