+31.8%
BA vs EXEL
+461.0%
-429.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.3% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -7.9% | +19.0% | -27.0% | -11.2% |
| 3M | -25.3% | +33.3% | -58.6% | -29.8% |
| 6M | -24.6% | +42.9% | -67.4% | -30.2% |
| YTD | -20.1% | +58.7% | -78.9% | -27.9% |
| 1Y | -11.8% | +70.5% | -82.3% | -21.5% |
| 3Y | -10.1% | +233.8% | -244.0% | -32.4% |
| 5Y | -22.7% | +259.3% | -282.1% | -43.7% |
| All | +31.8% | +461.0% | -429.3% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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