+150.1%
EXE vs BAH
+17.4%
+132.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | -0.3% | +18.2% | -18.5% | -2.7% |
| 3M | -9.3% | +13.1% | -22.4% | -11.0% |
| 6M | -7.2% | +15.2% | -22.4% | -9.5% |
| YTD | -18.9% | +6.0% | -24.9% | -20.7% |
| 1Y | -21.7% | +3.1% | -24.8% | -23.1% |
| 3Y | +21.0% | -26.2% | +47.2% | +20.1% |
| 5Y | +76.0% | +9.3% | +66.6% | +42.8% |
| All | +150.1% | +17.4% | +132.8% | +103.6% |
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