-22.1%
BA vs EXPE
+43.3%
-65.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +1.8% |
| 7D | +1.1% | -9.3% | +10.4% | +3.3% |
| 30D | -7.9% | +0.1% | -8.1% | -8.6% |
| 3M | -25.3% | -15.3% | -10.0% | -22.7% |
| 6M | -24.6% | +5.5% | -30.1% | -27.1% |
| YTD | -20.1% | -8.0% | -12.2% | -21.0% |
| 1Y | -11.8% | +18.9% | -30.6% | -20.2% |
| 3Y | -10.1% | +135.5% | -145.7% | -39.1% |
| All | -22.1% | +43.3% | -65.5% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling