-20.6%
BA vs EL
-64.5%
+43.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | 0.0% | +7.6% | -7.6% | -2.0% |
| 30D | -8.9% | +15.7% | -24.6% | -12.7% |
| 3M | -25.5% | +30.5% | -56.1% | -31.5% |
| 6M | -27.0% | +32.5% | -59.5% | -33.3% |
| YTD | -20.1% | +9.4% | -29.6% | -24.5% |
| 1Y | -11.0% | +28.4% | -39.4% | -20.0% |
| 3Y | -11.8% | +4.4% | -16.3% | -22.4% |
| 5Y | -20.6% | -64.5% | +43.8% | +9.3% |
| All | -20.6% | -64.5% | +43.9% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling