+71.4%
BAC vs EXE
+109.5%
-38.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | -0.4% | +8.5% | -8.8% | -2.3% |
| 3M | +16.9% | +5.5% | +11.4% | +15.2% |
| 6M | +26.6% | -5.9% | +32.5% | +27.8% |
| YTD | +15.8% | -9.7% | +25.5% | +17.6% |
| 1Y | +27.2% | +3.6% | +23.6% | +24.2% |
| 3Y | +132.4% | +18.0% | +114.4% | +116.4% |
| All | +71.4% | +109.5% | -38.0% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling