+120.6%
COST vs BA
-23.0%
+143.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +4.1% | +1.1% | +3.0% | +3.9% |
| 30D | +12.0% | -7.9% | +19.9% | +13.3% |
| 3M | +11.2% | -25.3% | +36.5% | +16.4% |
| 6M | +6.1% | -24.6% | +30.7% | +10.5% |
| YTD | +22.9% | -20.1% | +43.0% | +26.3% |
| 1Y | +14.7% | -11.8% | +26.5% | +15.6% |
| 3Y | +92.3% | -10.1% | +102.5% | +87.7% |
| All | +120.6% | -23.0% | +143.7% | +103.2% |
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 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