+977.1%
BE vs EL
-21.4%
+998.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.4% |
| 7D | +23.9% | -2.4% | +26.3% | +25.4% |
| 30D | +27.8% | +13.7% | +14.2% | +18.2% |
| 3M | +3.7% | +14.5% | -10.8% | -4.9% |
| 6M | +78.0% | +7.4% | +70.5% | +65.2% |
| YTD | +209.9% | -4.7% | +214.6% | +201.3% |
| 1Y | +389.6% | +12.9% | +376.7% | +328.1% |
| 3Y | +1,730.6% | -32.2% | +1,762.8% | +1,891.4% |
| 5Y | +1,227.8% | -68.4% | +1,296.2% | +2,404.7% |
| All | +977.1% | -21.4% | +998.5% | +1,030.7% |
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