-8.8%
BA vs EXEL
+52.8%
-61.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +2.5% | +1.4% | +1.1% | +2.2% |
| 30D | -10.1% | +6.7% | -16.8% | -11.3% |
| 3M | -2.4% | +11.5% | -13.9% | -4.3% |
| 6M | -8.8% | +38.8% | -47.6% | -12.8% |
| YTD | -2.9% | +31.6% | -34.5% | -7.1% |
| 1Y | -8.8% | +53.0% | -61.8% | -12.5% |
| All | -8.8% | +52.8% | -61.5% | -12.5% |
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