+193.4%
B vs EL
+31.4%
+162.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | +2.3% | +1.7% | +0.6% | +2.1% |
| 30D | +1.4% | +15.5% | -14.1% | -0.8% |
| 3M | +12.2% | +20.6% | -8.4% | +9.1% |
| 6M | -2.1% | +10.5% | -12.6% | -4.2% |
| YTD | +2.9% | -1.9% | +4.8% | +2.2% |
| 1Y | +55.3% | +16.1% | +39.2% | +50.6% |
| 3Y | +198.7% | -30.2% | +228.9% | +202.4% |
| 5Y | +153.8% | -67.4% | +221.2% | +175.4% |
| 10Y | +193.4% | +31.2% | +162.2% | +165.6% |
| All | +193.4% | +31.4% | +162.0% | +165.6% |
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