-1.4%
DOW vs EL
-23.1%
+21.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.7% |
| 7D | -0.5% | +0.3% | -0.7% | -0.6% |
| 30D | +15.7% | +12.3% | +3.4% | +11.0% |
| 3M | +5.3% | +28.4% | -23.1% | -4.6% |
| 6M | -14.2% | +36.7% | -50.9% | -24.9% |
| YTD | +43.9% | +8.4% | +35.5% | +34.0% |
| 1Y | +53.1% | +25.4% | +27.6% | +33.9% |
| 3Y | -21.8% | +3.4% | -25.3% | -32.6% |
| 5Y | -28.3% | -64.8% | +36.5% | +4.1% |
| All | -1.4% | -23.1% | +21.7% | -16.8% |
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