+220.1%
C vs BA
+31.3%
+188.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.7% |
| 7D | -0.9% | -1.7% | +0.8% | -0.1% |
| 30D | -5.4% | -9.5% | +4.1% | -1.6% |
| 3M | -9.2% | -26.5% | +17.3% | +3.4% |
| 6M | -1.8% | -27.4% | +25.6% | +11.5% |
| YTD | +6.7% | -20.6% | +27.3% | +15.6% |
| 1Y | +23.5% | -11.4% | +34.9% | +26.8% |
| 3Y | +219.8% | -10.8% | +230.6% | +212.2% |
| 5Y | +112.4% | -21.9% | +134.3% | +109.7% |
| 10Y | +220.1% | +28.1% | +191.9% | +126.2% |
| All | +220.1% | +31.3% | +188.8% | +126.2% |
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