-11.9%
BA vs EL
+23.3%
-35.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | -1.1% | +1.5% | -2.6% | -1.4% |
| 30D | -7.1% | +10.0% | -17.1% | -8.8% |
| 3M | -25.5% | +28.4% | -54.0% | -29.2% |
| 6M | -28.7% | +37.1% | -65.8% | -33.1% |
| YTD | -21.0% | +7.8% | -28.8% | -26.9% |
| 1Y | -11.9% | +26.0% | -37.9% | -22.6% |
| All | -11.9% | +23.3% | -35.2% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling