+54.1%
T vs BA
+31.3%
+22.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +1.7% | -1.7% | +3.4% | +1.9% |
| 30D | -1.7% | -9.5% | +7.7% | -0.4% |
| 3M | -7.3% | -26.5% | +19.1% | -3.0% |
| 6M | -11.2% | -27.4% | +16.2% | -7.2% |
| YTD | -8.1% | -20.6% | +12.6% | -5.7% |
| 1Y | -8.0% | -11.4% | +3.4% | -7.6% |
| 3Y | +62.1% | -10.8% | +73.0% | +58.6% |
| 5Y | +55.7% | -21.9% | +77.6% | +52.6% |
| 10Y | +54.1% | +28.1% | +26.0% | +31.0% |
| All | +54.1% | +31.3% | +22.8% | +31.0% |
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