+183.9%
BAH vs EXEL
+380.2%
-196.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.7% |
| 7D | -4.3% | +1.4% | -5.7% | -4.5% |
| 30D | -4.5% | +6.7% | -11.1% | -5.2% |
| 3M | -7.6% | +11.5% | -19.1% | -8.8% |
| 6M | -10.6% | +38.8% | -49.4% | -14.0% |
| YTD | -12.6% | +31.6% | -44.1% | -15.5% |
| 1Y | -27.0% | +53.0% | -80.0% | -30.8% |
| 3Y | -31.5% | +160.8% | -192.3% | -40.2% |
| 5Y | -3.8% | +190.1% | -193.9% | -18.0% |
| 10Y | +183.9% | +367.0% | -183.0% | +128.1% |
| All | +183.9% | +380.2% | -196.2% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling