+367.1%
ALL vs EL
+34.2%
+333.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.8% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | -1.5% | +19.8% | -21.3% | -4.7% |
| 3M | +23.6% | +25.7% | -2.1% | +18.4% |
| 6M | +22.3% | +5.4% | +16.9% | +20.1% |
| YTD | +26.5% | +0.2% | +26.3% | +24.1% |
| 1Y | +27.0% | +20.4% | +6.6% | +19.4% |
| 3Y | +149.6% | -32.1% | +181.7% | +156.5% |
| 5Y | +118.1% | -67.2% | +185.3% | +173.7% |
| All | +367.1% | +34.2% | +333.0% | +289.7% |
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