-46.5%
COMP vs EL
-57.8%
+11.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +4.3% |
| 7D | +14.5% | +8.0% | +6.5% | +10.6% |
| 30D | +14.9% | +15.4% | -0.5% | +7.1% |
| 3M | -14.2% | +28.5% | -42.7% | -25.1% |
| 6M | +23.7% | +32.2% | -8.5% | +5.7% |
| YTD | +2.1% | +9.2% | -7.1% | -7.4% |
| 1Y | +26.2% | +30.8% | -4.6% | +3.3% |
| 3Y | +470.9% | +3.7% | +467.2% | +380.0% |
| 5Y | -14.0% | -64.8% | +50.8% | +78.2% |
| All | -46.5% | -57.8% | +11.4% | +13.9% |
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