-11.8%
BA vs EXEL
+236.1%
-247.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | -8.9% | +17.9% | -26.8% | -11.5% |
| 3M | -25.5% | +33.3% | -58.8% | -29.2% |
| 6M | -27.0% | +46.6% | -73.5% | -31.6% |
| YTD | -20.1% | +61.0% | -81.2% | -26.5% |
| 1Y | -11.0% | +70.4% | -81.4% | -18.8% |
| 3Y | -11.8% | +236.1% | -247.9% | -25.0% |
| All | -11.8% | +236.1% | -247.9% | -25.0% |
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