+26.8%
BA vs EXC
+197.6%
-170.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.4% | -1.4% | 0.0% | -0.7% |
| 30D | -7.9% | +8.3% | -16.2% | -12.0% |
| 3M | -25.2% | +2.6% | -27.8% | -26.5% |
| 6M | -26.7% | +5.2% | -31.9% | -29.4% |
| YTD | -19.6% | +7.5% | -27.1% | -24.0% |
| 1Y | -10.6% | +3.2% | -13.7% | -13.6% |
| 3Y | -11.2% | +29.5% | -40.8% | -28.7% |
| 5Y | -20.4% | +39.7% | -60.1% | -41.4% |
| 10Y | +26.8% | +200.1% | -173.3% | -29.5% |
| All | +26.8% | +197.6% | -170.8% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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