-16.2%
BA vs EXEL
+230.5%
-246.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -7.1% | +13.1% | -20.3% | -9.1% |
| 3M | -25.5% | +36.3% | -61.9% | -29.6% |
| 6M | -28.7% | +34.5% | -63.2% | -32.4% |
| YTD | -21.0% | +57.4% | -78.4% | -27.1% |
| 1Y | -11.9% | +62.9% | -74.8% | -19.1% |
| 3Y | -16.2% | +229.5% | -245.7% | -28.7% |
| All | -16.2% | +230.5% | -246.6% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling