+23.3%
BA vs EXPE
+123.5%
-100.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | -7.1% | -6.1% | -1.0% | -5.7% |
| 3M | -25.5% | -21.3% | -4.2% | -19.2% |
| 6M | -28.7% | +19.0% | -47.7% | -35.8% |
| YTD | -21.0% | -8.4% | -12.6% | -23.0% |
| 1Y | -11.9% | -2.8% | -9.1% | -16.8% |
| 3Y | -16.2% | +120.8% | -136.9% | -51.6% |
| 5Y | -22.4% | +46.2% | -68.6% | -48.3% |
| All | +23.3% | +123.5% | -100.2% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling