+332.2%
BHP vs EL
+62.2%
+270.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | -0.5% | +1.5% | -2.0% | -1.0% |
| 30D | -4.5% | +10.0% | -14.5% | -7.6% |
| 3M | -6.9% | +28.4% | -35.3% | -14.8% |
| 6M | -10.6% | +37.1% | -47.6% | -20.3% |
| YTD | +37.2% | +7.8% | +29.4% | +29.7% |
| 1Y | +48.0% | +26.0% | +22.0% | +32.4% |
| 3Y | +52.6% | +3.8% | +48.7% | +35.2% |
| 5Y | +116.5% | -65.2% | +181.7% | +194.7% |
| All | +332.2% | +62.2% | +270.0% | +240.7% |
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