-20.9%
BAX vs EL
+3.8%
-24.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | +12.1% | +0.8% | +11.4% | +11.9% |
| 30D | +7.6% | +16.5% | -8.9% | +4.3% |
| 3M | -4.5% | +29.2% | -33.7% | -9.4% |
| 6M | +52.0% | +27.9% | +24.1% | +44.1% |
| YTD | +35.1% | +6.2% | +28.9% | +30.5% |
| 1Y | +43.7% | +27.2% | +16.5% | +33.4% |
| 3Y | -20.9% | +3.2% | -24.1% | -31.5% |
| All | -20.9% | +3.8% | -24.7% | -31.5% |
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