+73.5%
BA vs EL
+31.9%
+41.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | -0.4% |
| 7D | +1.2% | +0.8% | +0.4% | +0.8% |
| 30D | -11.6% | +19.8% | -31.5% | -18.8% |
| 3M | -2.4% | +25.7% | -28.1% | -12.2% |
| 6M | -6.6% | +5.4% | -12.1% | -10.7% |
| YTD | -2.2% | +0.2% | -2.5% | -6.4% |
| 1Y | -8.0% | +20.4% | -28.5% | -19.8% |
| 3Y | -5.0% | -32.1% | +27.1% | -0.6% |
| 5Y | -2.7% | -67.2% | +64.5% | +55.2% |
| All | +73.5% | +31.9% | +41.6% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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