+390.8%
BAX vs EL
+1,685.7%
-1,294.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | -5.5% | +19.8% | -25.3% | -9.4% |
| 3M | +33.5% | +25.7% | +7.8% | +26.8% |
| 6M | +35.9% | +5.4% | +30.4% | +32.9% |
| YTD | +35.4% | +0.2% | +35.1% | +32.8% |
| 1Y | +9.8% | +20.4% | -10.7% | +2.9% |
| 3Y | -32.7% | -32.1% | -0.6% | -31.8% |
| 5Y | -65.6% | -67.2% | +1.6% | -59.9% |
| 10Y | -34.9% | +31.7% | -66.7% | -45.1% |
| All | +390.8% | +1,685.7% | -1,294.9% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling