+701.6%
BE vs BA
-47.7%
+749.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.5% | -7.6% |
| 7D | -12.1% | +5.9% | -18.0% | -15.2% |
| 30D | -30.1% | -8.2% | -21.9% | -27.4% |
| 3M | -12.1% | -25.4% | +13.2% | +2.7% |
| 6M | -30.6% | -20.0% | -10.6% | -22.2% |
| YTD | +130.6% | -18.5% | +149.1% | +152.9% |
| 1Y | +55.3% | -10.6% | +65.9% | +61.9% |
| 3Y | +1,755.6% | -9.3% | +1,764.8% | +1,748.8% |
| 5Y | +564.5% | -16.9% | +581.4% | +581.4% |
| All | +701.6% | -47.7% | +749.3% | +694.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling