+54.5%
AR vs EL
+60.9%
-6.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +3.6% |
| 7D | -5.8% | +7.6% | -13.4% | -7.4% |
| 30D | +4.8% | +15.7% | -10.9% | +1.2% |
| 3M | +1.5% | +30.5% | -29.0% | -5.4% |
| 6M | +4.7% | +32.5% | -27.8% | -3.7% |
| YTD | +9.2% | +9.4% | -0.2% | +3.4% |
| 1Y | +11.2% | +28.4% | -17.2% | +0.1% |
| 3Y | +46.2% | +4.4% | +41.8% | +30.5% |
| 5Y | +98.1% | -64.5% | +162.6% | +161.5% |
| 10Y | +54.5% | +64.9% | -10.3% | +2.6% |
| All | +54.5% | +60.9% | -6.3% | +2.6% |
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