+48.8%
D vs EL
+60.4%
-11.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -3.1% | +2.7% | -5.7% | -3.5% |
| 30D | +8.4% | +10.8% | -2.4% | +6.5% |
| 3M | +0.2% | +26.5% | -26.2% | -3.9% |
| 6M | +9.5% | +31.1% | -21.7% | +3.9% |
| YTD | +18.8% | +6.6% | +12.2% | +15.6% |
| 1Y | +14.7% | +21.8% | -7.1% | +8.6% |
| 3Y | +72.9% | +1.8% | +71.2% | +62.8% |
| 5Y | +13.1% | -65.6% | +78.7% | +35.7% |
| All | +48.8% | +60.4% | -11.6% | +24.2% |
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