+2,926.4%
V vs BA
+274.4%
+2,652.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | +2.0% | -11.6% | +13.6% | +6.1% |
| 3M | +17.4% | -2.4% | +19.7% | +17.5% |
| 6M | +17.5% | -6.6% | +24.1% | +18.5% |
| YTD | +7.6% | -2.2% | +9.8% | +6.4% |
| 1Y | +7.7% | -8.0% | +15.7% | +8.1% |
| 3Y | +54.7% | -5.0% | +59.6% | +47.4% |
| 5Y | +73.0% | -2.7% | +75.8% | +56.7% |
| 10Y | +390.9% | +75.9% | +315.0% | +180.1% |
| All | +2,926.4% | +274.4% | +2,652.1% | +994.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling