+828.0%
BA vs EXEL
+273.2%
+554.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | +8.4% | -7.2% | +0.1% |
| 30D | -11.6% | +4.1% | -15.7% | -12.1% |
| 3M | -2.4% | +12.4% | -14.8% | -3.8% |
| 6M | -6.6% | +41.5% | -48.2% | -10.7% |
| YTD | -2.2% | +34.6% | -36.9% | -6.0% |
| 1Y | -8.0% | +57.9% | -65.9% | -13.5% |
| 3Y | -5.0% | +159.5% | -164.5% | -17.0% |
| 5Y | -2.7% | +198.5% | -201.2% | -17.0% |
| 10Y | +75.9% | +411.4% | -335.5% | +34.6% |
| All | +828.0% | +273.2% | +554.8% | +398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling