+851.5%
DE vs EL
+26.1%
+825.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -2.6% | -6.5% | +3.9% | -0.7% |
| 30D | +9.0% | +11.1% | -2.1% | +5.2% |
| 3M | +19.1% | +10.7% | +8.4% | +14.8% |
| 6M | +14.4% | +6.9% | +7.5% | +9.9% |
| YTD | +45.9% | -6.3% | +52.2% | +44.3% |
| 1Y | +43.6% | +13.5% | +30.1% | +32.5% |
| 3Y | +75.9% | -33.1% | +108.9% | +81.5% |
| 5Y | +98.8% | -68.8% | +167.5% | +170.2% |
| All | +851.5% | +26.1% | +825.3% | +693.2% |
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