+1,582.2%
EL vs BBWI
+934.2%
+648.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.1% | +2.3% |
| 7D | +0.8% | +1.5% | -0.7% | +0.4% |
| 30D | +19.8% | -5.2% | +25.0% | +20.8% |
| 3M | +25.7% | +11.1% | +14.6% | +21.1% |
| 6M | +5.4% | -13.4% | +18.8% | +7.6% |
| YTD | +0.2% | +0.1% | +0.1% | -1.5% |
| 1Y | +20.4% | -36.1% | +56.6% | +29.9% |
| 3Y | -32.1% | -44.1% | +12.0% | -26.3% |
| 5Y | -67.2% | -66.2% | -0.9% | -61.3% |
| 10Y | +31.7% | -54.8% | +86.5% | +23.3% |
| All | +1,582.2% | +934.2% | +648.0% | +542.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling