+104.0%
ED vs EL
+31.4%
+72.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | +0.5% | +1.7% | -1.2% | +0.3% |
| 30D | +1.1% | +15.5% | -14.4% | -0.6% |
| 3M | +4.6% | +20.6% | -15.9% | +2.4% |
| 6M | -2.0% | +10.5% | -12.4% | -3.5% |
| YTD | +11.7% | -1.9% | +13.6% | +10.8% |
| 1Y | +15.7% | +16.1% | -0.3% | +12.1% |
| 3Y | +34.4% | -30.2% | +64.6% | +37.8% |
| 5Y | +67.3% | -67.4% | +134.7% | +95.5% |
| 10Y | +104.0% | +31.2% | +72.8% | +76.4% |
| All | +104.0% | +31.4% | +72.7% | +76.4% |
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