-11.0%
BA vs EXE
-20.6%
+9.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.9% |
| 7D | 0.0% | -2.2% | +2.3% | -0.3% |
| 30D | -8.9% | -0.3% | -8.6% | -9.0% |
| 3M | -25.5% | -9.3% | -16.2% | -26.8% |
| 6M | -27.0% | -7.2% | -19.7% | -27.7% |
| YTD | -20.1% | -18.9% | -1.2% | -22.2% |
| 1Y | -11.0% | -21.7% | +10.7% | -14.2% |
| All | -11.0% | -20.6% | +9.6% | -14.2% |
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