+126.0%
BHP vs EL
-67.4%
+193.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.3% |
| 7D | +1.3% | +1.7% | -0.4% | +0.8% |
| 30D | +4.0% | +15.5% | -11.5% | 0.0% |
| 3M | +12.3% | +20.6% | -8.2% | +6.8% |
| 6M | +30.8% | +10.5% | +20.4% | +26.0% |
| YTD | +58.8% | -1.9% | +60.6% | +56.3% |
| 1Y | +76.8% | +16.1% | +60.8% | +65.8% |
| 3Y | +87.5% | -30.2% | +117.7% | +92.0% |
| All | +126.0% | -67.4% | +193.4% | +191.9% |
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