+646.0%
EL vs BB
+329.7%
+316.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +2.3% |
| 7D | +8.0% | +15.0% | -7.0% | +6.7% |
| 30D | +15.4% | +3.5% | +11.9% | +14.8% |
| 3M | +28.5% | +2.7% | +25.8% | +27.6% |
| 6M | +32.2% | +44.7% | -12.5% | +26.2% |
| YTD | +9.2% | +143.3% | -134.1% | -0.8% |
| 1Y | +30.8% | +102.2% | -71.4% | +20.7% |
| 3Y | +3.7% | +156.1% | -152.4% | -8.2% |
| 5Y | -64.8% | -17.6% | -47.2% | -66.5% |
| 10Y | +60.0% | +29.0% | +31.1% | +36.4% |
| All | +646.0% | +329.7% | +316.3% | +421.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling