-11.8%
BA vs EXC
+2.5%
-14.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | +1.1% | -1.2% | +2.2% | +1.1% |
| 30D | -7.9% | +10.0% | -17.9% | -7.9% |
| 3M | -25.3% | +1.6% | -26.9% | -25.1% |
| 6M | -24.6% | +3.3% | -27.8% | -24.6% |
| YTD | -20.1% | +7.6% | -27.7% | -19.2% |
| 1Y | -11.8% | +3.5% | -15.2% | -11.1% |
| All | -11.8% | +2.5% | -14.2% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling