+63.0%
EL vs BB
+31.7%
+31.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.4% |
| 7D | +0.3% | +7.3% | -7.0% | -0.8% |
| 30D | +12.3% | +11.2% | +1.0% | +10.2% |
| 3M | +28.4% | +4.7% | +23.7% | +26.5% |
| 6M | +36.7% | +51.1% | -14.4% | +25.4% |
| YTD | +8.4% | +148.0% | -139.6% | -8.1% |
| 1Y | +25.4% | +106.1% | -80.7% | +9.1% |
| 3Y | +3.4% | +158.2% | -154.8% | -16.3% |
| 5Y | -64.8% | -10.8% | -54.0% | -68.7% |
| 10Y | +63.0% | +29.3% | +33.7% | +12.7% |
| All | +63.0% | +31.7% | +31.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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