+271.7%
BA vs EXPE
+769.8%
-498.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.7% | +11.2% | +1.8% |
| 7D | -0.1% | -3.6% | +3.5% | +0.6% |
| 30D | -9.1% | +4.8% | -13.9% | -11.1% |
| 3M | -28.2% | -14.6% | -13.5% | -25.4% |
| 6M | -23.1% | +10.0% | -33.1% | -27.0% |
| YTD | -20.6% | -3.3% | -17.3% | -23.0% |
| 1Y | -12.7% | +28.4% | -41.1% | -23.8% |
| 3Y | -11.6% | +145.1% | -156.7% | -40.7% |
| 5Y | -23.1% | +51.6% | -74.8% | -42.1% |
| 10Y | +34.4% | +128.8% | -94.5% | -17.2% |
| All | +271.7% | +769.8% | -498.1% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling