+135.1%
BAC vs EL
-31.7%
+166.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -0.5% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | -0.4% | +19.8% | -20.2% | -3.2% |
| 3M | +16.9% | +25.7% | -8.8% | +12.6% |
| 6M | +26.6% | +5.4% | +21.2% | +24.7% |
| YTD | +15.8% | +0.2% | +15.6% | +14.2% |
| 1Y | +27.2% | +20.4% | +6.7% | +21.0% |
| All | +135.1% | -31.7% | +166.8% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling