+151.7%
EXC vs BAH
+185.0%
-33.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +0.3% | -3.2% | +3.5% | +0.9% |
| 30D | -3.7% | +2.0% | -5.7% | -4.2% |
| 3M | -1.3% | -7.6% | +6.3% | -0.1% |
| 6M | -9.7% | -5.7% | -4.0% | -9.4% |
| YTD | +2.9% | -11.7% | +14.6% | +3.7% |
| 1Y | +4.4% | -27.4% | +31.8% | +9.7% |
| 3Y | +22.2% | -32.5% | +54.7% | +24.2% |
| 5Y | +46.7% | -3.3% | +50.0% | +29.1% |
| All | +151.7% | +185.0% | -33.2% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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