-10.6%
BA vs EXE
-18.4%
+7.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +1.7% |
| 7D | +5.9% | -4.7% | +10.6% | +5.1% |
| 30D | -8.2% | +1.0% | -9.2% | -8.0% |
| 3M | -25.4% | -5.6% | -19.7% | -26.0% |
| 6M | -20.0% | -12.3% | -7.7% | -21.5% |
| YTD | -18.5% | -19.5% | +1.0% | -20.7% |
| 1Y | -10.6% | -18.9% | +8.2% | -12.3% |
| All | -10.6% | -18.4% | +7.8% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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