-20.4%
BA vs EXEL
+286.3%
-306.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.3% |
| 3M | -25.2% | +37.7% | -62.9% | -30.6% |
| 6M | -26.7% | +42.2% | -69.0% | -32.5% |
| YTD | -19.6% | +61.3% | -80.9% | -28.2% |
| 1Y | -10.6% | +64.5% | -75.1% | -20.6% |
| 3Y | -11.2% | +236.7% | -247.9% | -36.8% |
| 5Y | -20.4% | +296.3% | -316.7% | -46.9% |
| All | -20.4% | +286.3% | -306.8% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling