+55.2%
T vs BA
-21.0%
+76.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | -7.7% | -25.5% | +17.8% | -6.1% |
| 6M | -10.6% | -27.0% | +16.3% | -9.0% |
| YTD | -7.5% | -20.1% | +12.7% | -6.6% |
| 1Y | -7.4% | -11.0% | +3.6% | -7.5% |
| 3Y | +63.1% | -11.8% | +74.9% | +61.0% |
| 5Y | +55.2% | -20.6% | +75.8% | +55.6% |
| All | +55.2% | -21.0% | +76.2% | +55.6% |
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