+31.8%
BA vs EXC
+175.8%
-144.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.6% |
| 7D | +1.1% | -1.2% | +2.2% | +1.7% |
| 30D | -7.9% | +10.0% | -17.9% | -12.7% |
| 3M | -25.3% | +1.6% | -26.9% | -26.2% |
| 6M | -24.6% | +3.3% | -27.8% | -26.6% |
| YTD | -20.1% | +7.6% | -27.7% | -24.4% |
| 1Y | -11.8% | +3.5% | -15.2% | -14.8% |
| 3Y | -10.1% | +27.7% | -37.8% | -26.8% |
| 5Y | -22.7% | +41.1% | -63.9% | -43.2% |
| All | +31.8% | +175.8% | -144.0% | -23.4% |
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