+3,279.9%
BHP vs EL
+1,685.7%
+1,594.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.4% |
| 7D | -2.9% | +0.8% | -3.7% | -3.2% |
| 30D | +3.4% | +19.8% | -16.5% | -3.4% |
| 3M | +4.1% | +25.7% | -21.6% | -4.6% |
| 6M | +20.6% | +5.4% | +15.1% | +16.1% |
| YTD | +56.1% | +0.2% | +55.8% | +51.1% |
| 1Y | +69.6% | +20.4% | +49.2% | +52.5% |
| 3Y | +78.8% | -32.1% | +110.9% | +83.2% |
| 5Y | +113.1% | -67.2% | +180.2% | +179.0% |
| 10Y | +505.9% | +31.7% | +474.1% | +355.5% |
| All | +3,279.9% | +1,685.7% | +1,594.1% | +1,079.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling