+26.6%
BA vs EXPE
+112.4%
-85.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.5% |
| 7D | 0.0% | -11.2% | +11.2% | +4.3% |
| 30D | -8.9% | -7.5% | -1.5% | -7.0% |
| 3M | -25.5% | -19.1% | -6.5% | -20.1% |
| 6M | -27.0% | +10.7% | -37.7% | -32.2% |
| YTD | -20.1% | -9.9% | -10.2% | -21.6% |
| 1Y | -11.0% | -4.6% | -6.4% | -15.3% |
| 3Y | -11.8% | +116.8% | -128.6% | -48.7% |
| 5Y | -20.6% | +38.6% | -59.2% | -45.6% |
| 10Y | +26.6% | +115.9% | -89.2% | -49.1% |
| All | +26.6% | +112.4% | -85.8% | -49.1% |
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