+121.3%
BHP vs EL
-64.9%
+186.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.4% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -5.4% | +12.3% | -17.7% | -8.3% |
| 3M | -6.9% | +28.4% | -35.3% | -13.0% |
| 6M | -4.3% | +36.7% | -41.1% | -12.5% |
| YTD | +41.6% | +8.4% | +33.2% | +35.6% |
| 1Y | +53.3% | +25.4% | +27.9% | +41.0% |
| 3Y | +58.4% | +3.4% | +54.9% | +43.6% |
| 5Y | +121.3% | -64.8% | +186.0% | +175.7% |
| All | +121.3% | -64.9% | +186.2% | +175.7% |
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 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