-65.7%
EL vs BB
-22.2%
-43.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.3% |
| 7D | +0.8% | +3.8% | -3.0% | 0.0% |
| 30D | +16.5% | -0.3% | +16.9% | +16.0% |
| 3M | +29.2% | -0.5% | +29.6% | +27.7% |
| 6M | +27.9% | +45.9% | -18.0% | +12.1% |
| YTD | +6.2% | +130.6% | -124.4% | -17.3% |
| 1Y | +27.2% | +89.2% | -62.0% | +3.5% |
| 3Y | +3.2% | +137.5% | -134.3% | -26.1% |
| All | -65.7% | -22.2% | -43.5% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling