-10.6%
BA vs EXEL
+70.6%
-81.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.4% | -2.8% | +1.4% | -0.8% |
| 30D | -7.9% | +18.2% | -26.1% | -11.6% |
| 3M | -25.2% | +37.7% | -62.9% | -31.3% |
| 6M | -26.7% | +42.2% | -69.0% | -32.9% |
| YTD | -19.6% | +61.3% | -80.9% | -28.8% |
| 1Y | -10.6% | +64.5% | -75.1% | -21.3% |
| All | -10.6% | +70.6% | -81.2% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling