+63.7%
EL vs BB
+21.8%
+42.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.5% |
| 7D | +1.5% | +1.8% | -0.3% | +1.2% |
| 30D | +10.0% | +8.1% | +1.9% | +8.4% |
| 3M | +28.4% | -1.0% | +29.4% | +27.5% |
| 6M | +37.1% | +45.9% | -8.8% | +26.3% |
| YTD | +7.8% | +134.8% | -127.0% | -7.9% |
| 1Y | +26.0% | +104.6% | -78.6% | +9.7% |
| 3Y | +3.8% | +152.8% | -149.0% | -15.7% |
| 5Y | -65.2% | -17.4% | -47.7% | -68.7% |
| All | +63.7% | +21.8% | +42.0% | +14.1% |
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