-49.1%
COMP vs EL
-58.1%
+9.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.2% |
| 7D | +2.2% | +0.3% | +1.9% | +2.3% |
| 30D | +16.3% | +12.3% | +4.0% | +10.0% |
| 3M | -19.1% | +28.4% | -47.6% | -29.4% |
| 6M | +17.1% | +36.7% | -19.6% | -1.6% |
| YTD | -2.9% | +8.4% | -11.3% | -11.6% |
| 1Y | +8.8% | +25.4% | -16.6% | -9.0% |
| 3Y | +423.5% | +3.4% | +420.0% | +339.8% |
| 5Y | -10.5% | -64.8% | +54.3% | +85.9% |
| All | -49.1% | -58.1% | +9.1% | +8.7% |
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