+1.3%
BBY vs EL
-69.0%
+70.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | +0.6% | -6.5% | +7.1% | +2.7% |
| 30D | +9.4% | +11.1% | -1.7% | +5.4% |
| 3M | +19.3% | +10.7% | +8.6% | +15.0% |
| 6M | +47.9% | +6.9% | +41.0% | +42.6% |
| YTD | +39.6% | -6.3% | +45.9% | +38.6% |
| 1Y | +22.2% | +13.5% | +8.7% | +12.7% |
| 3Y | +45.0% | -33.1% | +78.0% | +49.3% |
| All | +1.3% | -69.0% | +70.3% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling