-0.9%
BA vs EL
-67.1%
+66.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | 0.0% |
| 7D | +1.2% | +0.8% | +0.4% | +0.9% |
| 30D | -11.6% | +19.8% | -31.5% | -16.5% |
| 3M | -2.4% | +25.7% | -28.1% | -9.0% |
| 6M | -6.6% | +5.4% | -12.1% | -9.3% |
| YTD | -2.2% | +0.2% | -2.5% | -4.9% |
| 1Y | -8.0% | +20.4% | -28.5% | -15.9% |
| 3Y | -5.0% | -32.1% | +27.1% | -1.8% |
| All | -0.9% | -67.1% | +66.2% | +44.1% |
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