-11.5%
BA vs EXE
-22.4%
+10.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.3% |
| 7D | -1.7% | -3.9% | +2.2% | -2.3% |
| 30D | -9.5% | -2.6% | -6.9% | -9.8% |
| 3M | -26.5% | -6.9% | -19.6% | -27.2% |
| 6M | -27.4% | -9.3% | -18.1% | -28.3% |
| YTD | -20.6% | -20.7% | +0.1% | -22.9% |
| All | -11.5% | -22.4% | +10.9% | -15.0% |
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