+387.2%
BE vs BA
-23.0%
+410.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.0% | -11.5% | -12.3% |
| 7D | -14.7% | +1.1% | -15.8% | -15.4% |
| 30D | -40.5% | -7.9% | -32.6% | -37.9% |
| 3M | -24.3% | -25.3% | +1.0% | -9.4% |
| 6M | -39.3% | -24.6% | -14.7% | -28.1% |
| YTD | +99.4% | -20.1% | +119.5% | +123.8% |
| 1Y | +26.6% | -11.8% | +38.3% | +33.1% |
| 3Y | +1,616.9% | -10.1% | +1,627.1% | +1,576.7% |
| All | +387.2% | -23.0% | +410.2% | +360.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling