+178.5%
EXE vs BAH
-2.3%
+180.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -0.3% | -3.2% | +3.0% | +0.2% |
| 30D | +8.5% | +2.0% | +6.4% | +8.1% |
| 3M | +5.5% | -7.6% | +13.1% | +6.4% |
| 6M | -5.9% | -5.7% | -0.2% | -5.6% |
| YTD | -9.7% | -11.7% | +2.0% | -9.3% |
| 1Y | +3.6% | -27.4% | +30.9% | +7.7% |
| 3Y | +18.0% | -32.5% | +50.6% | +16.0% |
| 5Y | +109.4% | -3.3% | +112.8% | +73.3% |
| All | +178.5% | -2.3% | +180.8% | +132.9% |
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