-35.6%
BAX vs EL
+60.9%
-96.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.6% | +7.6% | -4.0% | +1.9% |
| 30D | +8.5% | +15.7% | -7.2% | +4.8% |
| 3M | -4.9% | +30.5% | -35.4% | -11.0% |
| 6M | +47.0% | +32.5% | +14.4% | +36.7% |
| YTD | +38.4% | +9.4% | +29.0% | +32.5% |
| 1Y | +49.1% | +28.4% | +20.8% | +36.9% |
| 3Y | -14.9% | +4.4% | -19.3% | -22.4% |
| 5Y | -63.1% | -64.5% | +1.4% | -55.9% |
| 10Y | -35.6% | +64.9% | -100.5% | -48.2% |
| All | -35.6% | +60.9% | -96.5% | -48.2% |
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