+9.0%
BAH vs EXEL
+285.1%
-276.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.3% |
| 7D | -1.5% | +2.3% | -3.8% | -1.7% |
| 30D | +17.3% | +19.8% | -2.6% | +15.3% |
| 3M | +14.9% | +32.7% | -17.8% | +11.9% |
| 6M | +14.2% | +49.0% | -34.7% | +9.8% |
| YTD | +5.1% | +63.7% | -58.5% | -0.2% |
| 1Y | +2.1% | +75.8% | -73.7% | -3.9% |
| 3Y | -26.0% | +241.3% | -267.3% | -39.2% |
| 5Y | +9.0% | +289.0% | -280.1% | -13.9% |
| All | +9.0% | +285.1% | -276.1% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling