-33.3%
BAX vs EL
+60.4%
-93.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | +0.4% | +2.7% | -2.3% | -0.3% |
| 30D | +3.4% | +10.8% | -7.4% | +0.9% |
| 3M | -4.5% | +26.5% | -30.9% | -9.9% |
| 6M | +44.0% | +31.1% | +12.9% | +34.3% |
| YTD | +34.9% | +6.6% | +28.3% | +29.9% |
| 1Y | +37.9% | +21.8% | +16.1% | +28.2% |
| 3Y | -17.1% | +1.8% | -18.8% | -23.9% |
| 5Y | -64.3% | -65.6% | +1.3% | -57.0% |
| All | -33.3% | +60.4% | -93.7% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling