+73.9%
BA vs EXPE
+176.0%
-102.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | +1.2% | -9.5% | +10.7% | +5.5% |
| 30D | -11.6% | -6.6% | -5.0% | -9.3% |
| 3M | -2.4% | +31.4% | -33.8% | -14.2% |
| 6M | -6.6% | +35.2% | -41.8% | -20.4% |
| YTD | -2.2% | +5.8% | -8.0% | -8.8% |
| 1Y | -8.0% | +38.7% | -46.7% | -25.9% |
| 3Y | -5.0% | +175.8% | -180.8% | -50.2% |
| 5Y | -2.7% | +111.8% | -114.6% | -46.4% |
| All | +73.9% | +176.0% | -102.1% | -35.6% |
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