+183.8%
EXC vs BAH
+218.8%
-35.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -1.7% | -1.5% | -0.2% | -1.4% |
| 30D | +9.3% | +17.3% | -7.9% | +5.8% |
| 3M | +1.0% | +14.9% | -13.8% | -2.1% |
| 6M | +5.9% | +14.2% | -8.3% | +2.2% |
| YTD | +7.6% | +5.1% | +2.5% | +4.5% |
| 1Y | +2.4% | +2.1% | +0.3% | -0.1% |
| 3Y | +30.2% | -26.0% | +56.2% | +31.2% |
| 5Y | +41.4% | +9.0% | +32.4% | +21.9% |
| 10Y | +183.8% | +208.8% | -25.0% | +91.8% |
| All | +183.8% | +218.8% | -35.0% | +91.8% |
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