+35.3%
D vs EL
+31.4%
+3.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +0.8% | +1.7% | -0.9% | +0.5% |
| 30D | -0.7% | +15.5% | -16.2% | -3.3% |
| 3M | +2.1% | +20.6% | -18.5% | -1.4% |
| 6M | +6.8% | +10.5% | -3.6% | +4.0% |
| YTD | +16.5% | -1.9% | +18.4% | +15.0% |
| 1Y | +19.2% | +16.1% | +3.1% | +13.3% |
| 3Y | +61.9% | -30.2% | +92.1% | +64.8% |
| 5Y | +6.5% | -67.4% | +73.9% | +28.3% |
| 10Y | +35.3% | +31.2% | +4.0% | +13.6% |
| All | +35.3% | +31.4% | +3.9% | +13.6% |
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