+32.0%
EL vs BBWI
-55.4%
+87.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.4% |
| 7D | +1.7% | +1.6% | +0.1% | +1.3% |
| 30D | +15.5% | -6.2% | +21.7% | +16.7% |
| 3M | +20.6% | +4.3% | +16.2% | +18.3% |
| 6M | +10.5% | -7.2% | +17.6% | +10.8% |
| YTD | -1.9% | -3.0% | +1.2% | -2.7% |
| 1Y | +16.1% | -30.8% | +46.8% | +22.3% |
| 3Y | -30.2% | -43.4% | +13.2% | -25.0% |
| 5Y | -67.4% | -66.7% | -0.7% | -62.6% |
| All | +32.0% | -55.4% | +87.5% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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