+136.4%
BAC vs EXE
+21.0%
+115.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | +1.2% | -1.8% | +2.9% | +1.5% |
| 30D | -0.7% | +6.4% | -7.1% | -2.0% |
| 3M | +16.9% | +9.2% | +7.7% | +14.5% |
| 6M | +29.6% | -7.0% | +36.6% | +31.3% |
| YTD | +15.3% | -9.5% | +24.7% | +17.3% |
| 1Y | +28.8% | +6.2% | +22.6% | +24.2% |
| 3Y | +136.4% | +20.7% | +115.7% | +116.0% |
| All | +136.4% | +21.0% | +115.4% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling