+357.4%
BA vs EXPE
+851.4%
-494.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | +1.2% | -9.5% | +10.7% | +4.4% |
| 30D | -11.6% | -6.6% | -5.0% | -9.9% |
| 3M | -2.4% | +31.4% | -33.8% | -11.2% |
| 6M | -6.6% | +35.2% | -41.8% | -16.9% |
| YTD | -2.2% | +5.8% | -8.0% | -7.0% |
| 1Y | -8.0% | +38.7% | -46.7% | -21.1% |
| 3Y | -5.0% | +175.8% | -180.8% | -38.5% |
| 5Y | -2.7% | +111.8% | -114.6% | -34.0% |
| 10Y | +75.9% | +179.7% | -103.8% | +3.6% |
| All | +357.4% | +851.4% | -494.0% | +48.2% |
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