+48.3%
D vs EL
+60.9%
-12.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.4% | +7.6% | -5.2% | +1.2% |
| 30D | +10.9% | +15.7% | -4.8% | +8.3% |
| 3M | +2.8% | +30.5% | -27.7% | -1.9% |
| 6M | +12.7% | +32.5% | -19.8% | +6.8% |
| YTD | +20.3% | +9.4% | +10.9% | +16.6% |
| 1Y | +17.1% | +28.4% | -11.2% | +9.9% |
| 3Y | +75.1% | +4.4% | +70.7% | +64.2% |
| 5Y | +13.1% | -64.5% | +77.6% | +34.9% |
| 10Y | +48.3% | +64.9% | -16.6% | +22.4% |
| All | +48.3% | +60.9% | -12.6% | +22.4% |
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