-68.5%
EL vs BG
+81.8%
-150.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -6.5% | +3.1% | -9.6% | -7.3% |
| 30D | +11.1% | +10.2% | +0.9% | +7.8% |
| 3M | +10.7% | -1.7% | +12.4% | +10.7% |
| 6M | +6.9% | +1.0% | +5.9% | +5.0% |
| YTD | -6.3% | +39.9% | -46.2% | -17.7% |
| 1Y | +13.5% | +53.2% | -39.8% | -3.8% |
| 3Y | -33.1% | +16.3% | -49.3% | -40.2% |
| All | -68.5% | +81.8% | -150.3% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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