+1,462.0%
BA vs EXC
+2,516.2%
-1,054.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.2% | -2.8% |
| 7D | -0.1% | +1.4% | -1.4% | -0.6% |
| 30D | -9.1% | +11.6% | -20.8% | -12.9% |
| 3M | -28.2% | +2.7% | -30.8% | -29.0% |
| 6M | -23.1% | +2.7% | -25.8% | -24.3% |
| YTD | -20.6% | +9.7% | -30.3% | -23.9% |
| 1Y | -12.7% | +4.5% | -17.2% | -15.0% |
| 3Y | -11.6% | +28.5% | -40.0% | -22.3% |
| 5Y | -23.1% | +43.9% | -67.1% | -36.0% |
| 10Y | +34.4% | +183.7% | -149.4% | -11.1% |
| All | +1,462.0% | +2,516.2% | -1,054.2% | +399.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling