+654.2%
BA vs EXEL
+334.5%
+319.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.0% | -1.9% |
| 7D | -0.1% | +3.8% | -3.9% | -0.6% |
| 30D | -9.1% | +17.8% | -26.9% | -11.0% |
| 3M | -28.2% | +21.2% | -49.4% | -30.0% |
| 6M | -23.1% | +54.7% | -77.8% | -27.3% |
| YTD | -20.6% | +56.8% | -77.3% | -25.1% |
| 1Y | -12.7% | +70.2% | -82.9% | -18.6% |
| 3Y | -11.6% | +227.2% | -238.8% | -24.9% |
| 5Y | -23.1% | +254.9% | -278.1% | -35.8% |
| 10Y | +34.4% | +476.9% | -442.6% | +1.6% |
| All | +654.2% | +334.5% | +319.7% | +297.1% |
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