+208.6%
B vs EL
+60.9%
+147.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.1% |
| 7D | +7.1% | +7.6% | -0.5% | +6.0% |
| 30D | -3.3% | +15.7% | -19.0% | -5.4% |
| 3M | -2.5% | +30.5% | -33.1% | -6.4% |
| 6M | -7.2% | +32.5% | -39.8% | -11.3% |
| YTD | -7.4% | +9.4% | -16.8% | -9.6% |
| 1Y | +16.4% | +28.4% | -11.9% | +11.3% |
| 3Y | +178.7% | +4.4% | +174.3% | +168.3% |
| 5Y | +121.7% | -64.5% | +186.2% | +135.5% |
| 10Y | +208.6% | +64.9% | +143.7% | +176.5% |
| All | +208.6% | +60.9% | +147.7% | +176.5% |
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