+1,821.9%
BA vs EXC
+2,353.7%
-531.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +1.2% | +0.3% | +0.9% | +1.0% |
| 30D | -11.6% | -3.7% | -7.9% | -10.4% |
| 3M | -2.4% | -1.3% | -1.1% | -2.2% |
| 6M | -6.6% | -9.7% | +3.1% | -3.5% |
| YTD | -2.2% | +2.9% | -5.1% | -3.9% |
| 1Y | -8.0% | +4.4% | -12.4% | -10.3% |
| 3Y | -5.0% | +22.2% | -27.2% | -14.9% |
| 5Y | -2.7% | +46.7% | -49.4% | -19.5% |
| 10Y | +75.9% | +155.3% | -79.5% | +21.0% |
| All | +1,821.9% | +2,353.7% | -531.8% | +530.4% |
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 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