+58.8%
T vs BA
+27.6%
+31.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.6% |
| 7D | +2.6% | 0.0% | +2.5% | +2.6% |
| 30D | -1.1% | -8.9% | +7.8% | +0.2% |
| 3M | -7.7% | -25.5% | +17.8% | -3.6% |
| 6M | -10.6% | -27.0% | +16.3% | -6.7% |
| YTD | -7.5% | -20.1% | +12.7% | -5.2% |
| 1Y | -7.4% | -11.0% | +3.6% | -7.1% |
| 3Y | +63.1% | -11.8% | +74.9% | +59.9% |
| 5Y | +55.2% | -20.6% | +75.8% | +51.6% |
| 10Y | +58.8% | +26.6% | +32.2% | +28.9% |
| All | +58.8% | +27.6% | +31.2% | +28.9% |
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