+54.3%
AR vs EL
+62.2%
-7.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +7.4% | +1.5% | +5.8% | +7.0% |
| 30D | +5.8% | +10.0% | -4.2% | +3.2% |
| 3M | +5.2% | +28.4% | -23.2% | -1.6% |
| 6M | +5.4% | +37.1% | -31.6% | -3.8% |
| YTD | +12.4% | +7.8% | +4.6% | +6.7% |
| 1Y | +12.8% | +26.0% | -13.2% | +2.0% |
| 3Y | +47.2% | +3.8% | +43.4% | +31.3% |
| 5Y | +101.1% | -65.2% | +166.3% | +167.1% |
| All | +54.3% | +62.2% | -7.8% | -0.3% |
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