+668.0%
BE vs EL
-11.0%
+679.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.5% |
| 7D | +10.8% | +1.5% | +9.3% | +10.0% |
| 30D | -19.8% | +10.0% | -29.8% | -23.9% |
| 3M | -18.7% | +28.4% | -47.1% | -30.0% |
| 6M | -33.7% | +37.1% | -70.8% | -45.7% |
| YTD | +121.0% | +7.8% | +113.1% | +100.0% |
| 1Y | +85.4% | +26.0% | +59.4% | +53.0% |
| 3Y | +1,709.5% | +3.8% | +1,705.7% | +1,385.8% |
| 5Y | +462.2% | -65.2% | +527.4% | +906.7% |
| All | +668.0% | -11.0% | +679.0% | +650.6% |
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