+28.3%
EL vs BB
+2.1%
+26.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.7% |
| 7D | -2.4% | +1.8% | -4.2% | -2.6% |
| 30D | +13.7% | -12.2% | +25.9% | +15.6% |
| 3M | +14.5% | -12.3% | +26.8% | +15.1% |
| 6M | +7.4% | +122.7% | -115.3% | -7.0% |
| YTD | -4.7% | +104.5% | -109.2% | -16.4% |
| 1Y | +12.9% | +106.7% | -93.7% | -1.5% |
| 3Y | -32.2% | +70.0% | -102.2% | -41.7% |
| 5Y | -68.4% | -27.8% | -40.6% | -70.9% |
| 10Y | +28.3% | +2.4% | +25.9% | -8.7% |
| All | +28.3% | +2.1% | +26.1% | -8.7% |
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