+197.7%
EXC vs BAH
+210.6%
-13.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +9.0% | +18.2% | -9.2% | +5.3% |
| 3M | +3.3% | +13.1% | -9.8% | +0.5% |
| 6M | +5.7% | +15.2% | -9.5% | +1.8% |
| YTD | +7.3% | +6.0% | +1.3% | +4.1% |
| 1Y | +2.9% | +3.1% | -0.2% | +0.2% |
| 3Y | +29.3% | -26.2% | +55.5% | +30.5% |
| 5Y | +40.1% | +9.3% | +30.7% | +20.9% |
| 10Y | +197.7% | +212.3% | -14.6% | +105.3% |
| All | +197.7% | +210.6% | -13.0% | +105.3% |
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