+98.2%
DE vs EL
-68.4%
+166.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | -3.0% | -2.4% | -0.7% | -2.6% |
| 30D | +11.1% | +13.7% | -2.5% | +8.2% |
| 3M | +17.6% | +14.5% | +3.1% | +14.1% |
| 6M | +13.6% | +7.4% | +6.2% | +10.8% |
| YTD | +46.3% | -4.7% | +51.0% | +45.2% |
| 1Y | +44.2% | +12.9% | +31.2% | +37.1% |
| 3Y | +76.6% | -32.2% | +108.8% | +78.5% |
| 5Y | +98.2% | -68.4% | +166.6% | +138.3% |
| All | +98.2% | -68.4% | +166.6% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling