+31.8%
BA vs EL
+56.3%
-24.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | +1.1% | +0.8% | +0.3% | +0.6% |
| 30D | -7.9% | +16.5% | -24.4% | -13.9% |
| 3M | -25.3% | +29.2% | -54.5% | -33.9% |
| 6M | -24.6% | +27.9% | -52.5% | -33.4% |
| YTD | -20.1% | +6.2% | -26.3% | -25.8% |
| 1Y | -11.8% | +27.2% | -38.9% | -24.7% |
| 3Y | -10.1% | +3.2% | -13.3% | -24.6% |
| 5Y | -22.7% | -66.0% | +43.2% | +22.4% |
| All | +31.8% | +56.3% | -24.5% | +7.7% |
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