-22.4%
BA vs EL
-65.5%
+43.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -0.6% | +2.7% | -3.2% | -1.3% |
| 30D | -8.0% | +10.8% | -18.8% | -10.8% |
| 3M | -25.8% | +26.5% | -52.3% | -31.1% |
| 6M | -27.6% | +31.1% | -58.7% | -33.7% |
| YTD | -21.0% | +6.6% | -27.6% | -24.7% |
| 1Y | -12.3% | +21.8% | -34.1% | -19.9% |
| 3Y | -12.8% | +1.8% | -14.5% | -22.7% |
| 5Y | -22.4% | -65.6% | +43.2% | +8.1% |
| All | -22.4% | -65.5% | +43.2% | +8.1% |
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