+476.4%
BHP vs EL
+26.1%
+450.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -3.6% | -6.5% | +2.9% | -1.5% |
| 30D | -1.2% | +11.1% | -12.3% | -4.9% |
| 3M | +1.2% | +10.7% | -9.5% | -2.6% |
| 6M | +21.4% | +6.9% | +14.5% | +16.8% |
| YTD | +50.4% | -6.3% | +56.7% | +49.3% |
| 1Y | +67.5% | +13.5% | +54.0% | +54.7% |
| 3Y | +72.8% | -33.1% | +105.9% | +80.0% |
| 5Y | +112.6% | -68.8% | +181.4% | +197.9% |
| All | +476.4% | +26.1% | +450.3% | +385.3% |
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 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