+109.4%
C vs BA
-20.8%
+130.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -4.2% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -7.3% | -9.1% | +1.8% | -4.6% |
| 3M | -13.5% | -28.2% | +14.7% | -3.8% |
| 6M | -6.5% | -23.1% | +16.6% | +1.0% |
| YTD | +3.6% | -20.6% | +24.2% | +10.1% |
| 1Y | +18.9% | -12.7% | +31.6% | +22.1% |
| 3Y | +205.0% | -11.6% | +216.5% | +199.8% |
| 5Y | +109.4% | -23.1% | +132.5% | +99.3% |
| All | +109.4% | -20.8% | +130.1% | +99.3% |
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