+584.7%
EL vs BB
+258.8%
+325.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +0.8% | -5.6% | +6.4% | +1.3% |
| 30D | +19.8% | -11.8% | +31.6% | +21.0% |
| 3M | +25.7% | -25.5% | +51.2% | +28.0% |
| 6M | +5.4% | +121.3% | -115.8% | -3.0% |
| YTD | +0.2% | +103.2% | -103.0% | -7.2% |
| 1Y | +20.4% | +102.6% | -82.2% | +11.4% |
| 3Y | -32.1% | +37.5% | -69.6% | -36.7% |
| 5Y | -67.2% | -30.4% | -36.7% | -68.2% |
| 10Y | +31.7% | 0.0% | +31.7% | +15.0% |
| All | +584.7% | +258.8% | +325.8% | +387.8% |
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