-12.1%
DOW vs EL
-33.5%
+21.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.3% |
| 7D | -1.4% | -6.5% | +5.1% | +0.8% |
| 30D | -3.9% | +11.1% | -15.1% | -8.1% |
| 3M | -12.7% | +10.7% | -23.4% | -16.8% |
| 6M | -13.7% | +6.9% | -20.6% | -18.7% |
| YTD | +28.4% | -6.3% | +34.7% | +26.2% |
| 1Y | +21.8% | +13.5% | +8.3% | +9.8% |
| 3Y | -35.7% | -33.1% | -2.6% | -33.5% |
| 5Y | -36.8% | -68.8% | +31.9% | -5.3% |
| All | -12.1% | -33.5% | +21.5% | -21.6% |
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