-11.5%
BA vs EXPE
-0.5%
-11.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.7% | -13.3% | +11.6% | -0.2% |
| 30D | -9.5% | -5.5% | -4.0% | -9.0% |
| 3M | -26.5% | -16.5% | -10.0% | -25.2% |
| 6M | -27.4% | +13.1% | -40.5% | -28.1% |
| YTD | -20.6% | -8.0% | -12.6% | -20.1% |
| All | -11.5% | -0.5% | -11.1% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling