+308.7%
A vs EL
+60.9%
+247.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +1.4% | +7.6% | -6.2% | -0.9% |
| 30D | +4.3% | +15.7% | -11.4% | -0.5% |
| 3M | +19.8% | +30.5% | -10.8% | +9.6% |
| 6M | +54.4% | +32.5% | +21.8% | +39.6% |
| YTD | +31.7% | +9.4% | +22.3% | +24.3% |
| 1Y | +22.4% | +28.4% | -5.9% | +9.3% |
| 3Y | +67.7% | +4.4% | +63.2% | +49.1% |
| 5Y | +15.7% | -64.5% | +80.2% | +53.3% |
| 10Y | +308.7% | +64.9% | +243.8% | +201.1% |
| All | +308.7% | +60.9% | +247.8% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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