-10.1%
BA vs EXE
+3.8%
-14.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +1.1% | -6.6% | +7.6% | +1.7% |
| 30D | -7.9% | -4.0% | -3.9% | -7.6% |
| 3M | -25.3% | -7.5% | -17.9% | -24.9% |
| 6M | -24.6% | -11.7% | -12.9% | -23.8% |
| YTD | -20.1% | -22.0% | +1.9% | -18.1% |
| 1Y | -11.8% | -21.8% | +10.0% | -10.0% |
| 3Y | -10.1% | +8.0% | -18.2% | -9.9% |
| All | -10.1% | +3.8% | -14.0% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling