-17.6%
BA vs EXE
+163.8%
-181.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -1.4% | +1.5% | -2.9% | -1.7% |
| 30D | -7.9% | -0.2% | -7.7% | -8.0% |
| 3M | -25.2% | -9.2% | -15.9% | -23.8% |
| 6M | -26.7% | -7.2% | -19.5% | -26.0% |
| YTD | -19.6% | -18.3% | -1.3% | -16.9% |
| 1Y | -10.6% | -23.6% | +13.0% | -6.3% |
| 3Y | -11.2% | +21.9% | -33.2% | -18.6% |
| 5Y | -20.4% | +73.7% | -94.1% | -38.1% |
| All | -17.6% | +163.8% | -181.4% | -49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling