+194.0%
EXC vs BAH
+1,056.2%
-862.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -1.2% |
| 7D | -1.2% | -3.5% | +2.4% | -0.5% |
| 30D | +10.0% | +24.3% | -14.3% | +5.8% |
| 3M | +1.6% | +16.3% | -14.7% | -1.3% |
| 6M | +3.3% | +13.6% | -10.3% | +0.2% |
| YTD | +7.6% | +3.5% | +4.1% | +5.2% |
| 1Y | +3.5% | +2.7% | +0.8% | +1.1% |
| 3Y | +27.7% | -26.6% | +54.2% | +29.3% |
| 5Y | +41.1% | +8.5% | +32.6% | +29.0% |
| 10Y | +178.2% | +225.1% | -46.9% | +113.9% |
| All | +194.0% | +1,056.2% | -862.2% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling