+61.4%
T vs BA
+28.0%
+33.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +2.0% | -1.4% | +3.4% | +2.2% |
| 30D | -1.0% | -7.9% | +6.9% | +0.1% |
| 3M | -8.1% | -25.2% | +17.1% | -4.1% |
| 6M | -8.3% | -26.7% | +18.5% | -4.3% |
| YTD | -6.1% | -19.6% | +13.5% | -3.9% |
| 1Y | -7.4% | -10.6% | +3.2% | -7.1% |
| 3Y | +65.4% | -11.2% | +76.7% | +62.1% |
| 5Y | +57.6% | -20.4% | +78.1% | +54.0% |
| 10Y | +61.4% | +26.8% | +34.6% | +30.7% |
| All | +61.4% | +28.0% | +33.4% | +30.7% |
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