+737.9%
BE vs EL
-10.6%
+748.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.0% | +13.9% | +13.5% |
| 7D | +4.5% | +0.3% | +4.3% | +4.8% |
| 30D | -20.1% | +12.3% | -32.4% | -25.1% |
| 3M | -0.8% | +28.4% | -29.2% | -14.6% |
| 6M | -26.2% | +36.7% | -63.0% | -39.5% |
| YTD | +141.1% | +8.4% | +132.7% | +117.7% |
| 1Y | +64.8% | +25.4% | +39.4% | +36.9% |
| 3Y | +1,887.4% | +3.4% | +1,883.9% | +1,538.4% |
| 5Y | +518.1% | -64.8% | +582.9% | +998.7% |
| All | +737.9% | -10.6% | +748.5% | +716.9% |
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