+356.1%
ALL vs EL
+31.4%
+324.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | -1.7% | +1.7% | -3.4% | -2.0% |
| 30D | -4.7% | +15.5% | -20.2% | -7.2% |
| 3M | +18.4% | +20.6% | -2.2% | +14.2% |
| 6M | +20.5% | +10.5% | +10.0% | +17.3% |
| YTD | +23.5% | -1.9% | +25.4% | +21.6% |
| 1Y | +29.0% | +16.1% | +12.9% | +22.1% |
| 3Y | +153.7% | -30.2% | +183.9% | +157.8% |
| 5Y | +114.8% | -67.4% | +182.2% | +169.0% |
| 10Y | +356.1% | +31.2% | +324.9% | +281.9% |
| All | +356.1% | +31.4% | +324.8% | +281.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling