-4.6%
BA vs EXEL
+160.6%
-165.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | +8.4% | -7.2% | -0.2% |
| 30D | -11.6% | +4.1% | -15.7% | -12.3% |
| 3M | -2.4% | +12.4% | -14.8% | -4.3% |
| 6M | -6.6% | +41.5% | -48.2% | -11.5% |
| YTD | -2.2% | +34.6% | -36.9% | -6.9% |
| 1Y | -8.0% | +57.9% | -65.9% | -14.6% |
| All | -4.6% | +160.6% | -165.3% | -17.5% |
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 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