+218.3%
C vs EL
+63.7%
+154.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -5.3% | +12.3% | -17.6% | -9.1% |
| 3M | -8.0% | +28.4% | -36.4% | -16.5% |
| 6M | -0.3% | +36.7% | -37.0% | -12.1% |
| YTD | +8.6% | +8.4% | +0.3% | +1.5% |
| 1Y | +25.8% | +25.4% | +0.4% | +10.9% |
| 3Y | +221.2% | +3.4% | +217.7% | +179.7% |
| 5Y | +113.6% | -64.8% | +178.3% | +202.8% |
| 10Y | +218.3% | +63.0% | +155.3% | +135.0% |
| All | +218.3% | +63.7% | +154.6% | +135.0% |
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