+401.8%
BAX vs EL
+1,845.6%
-1,443.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.8% |
| 7D | +9.0% | +8.0% | +1.0% | +7.2% |
| 30D | +8.5% | +15.4% | -7.0% | +5.1% |
| 3M | -4.1% | +28.5% | -32.6% | -9.5% |
| 6M | +46.9% | +32.2% | +14.7% | +37.5% |
| YTD | +38.4% | +9.2% | +29.2% | +33.1% |
| 1Y | +47.0% | +30.8% | +16.2% | +35.6% |
| 3Y | -14.9% | +3.7% | -18.6% | -21.0% |
| 5Y | -62.5% | -64.8% | +2.3% | -57.0% |
| 10Y | -33.9% | +60.0% | -93.9% | -46.6% |
| All | +401.8% | +1,845.6% | -1,443.8% | +126.4% |
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