-49.3%
COMP vs EL
-59.0%
+9.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.6% |
| 7D | +13.4% | +0.8% | +12.7% | +13.2% |
| 30D | +11.1% | +16.5% | -5.4% | +3.0% |
| 3M | -18.8% | +29.2% | -48.0% | -29.4% |
| 6M | +10.5% | +27.9% | -17.4% | -4.0% |
| YTD | -3.4% | +6.2% | -9.6% | -11.1% |
| 1Y | +19.7% | +27.2% | -7.5% | -0.7% |
| 3Y | +381.6% | +3.2% | +378.4% | +301.9% |
| 5Y | -17.6% | -66.0% | +48.4% | +73.4% |
| All | -49.3% | -59.0% | +9.7% | +9.3% |
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