+755.9%
DE vs EL
+62.2%
+693.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +0.3% | +1.5% | -1.3% | -0.1% |
| 30D | +3.6% | +10.0% | -6.4% | +0.7% |
| 3M | +10.2% | +28.4% | -18.2% | +1.9% |
| 6M | +16.6% | +37.1% | -20.5% | +4.9% |
| YTD | +45.8% | +7.8% | +38.0% | +38.2% |
| 1Y | +43.9% | +26.0% | +17.9% | +29.3% |
| 3Y | +89.6% | +3.8% | +85.8% | +69.2% |
| 5Y | +100.3% | -65.2% | +165.5% | +167.0% |
| All | +755.9% | +62.2% | +693.7% | +561.7% |
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