+52.4%
EFA vs EL
-69.5%
+121.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | -2.4% | -4.4% | +2.0% | -1.6% |
| 30D | -2.2% | +10.3% | -12.5% | -4.2% |
| 3M | +5.7% | +13.4% | -7.7% | +2.9% |
| 6M | +8.2% | +3.1% | +5.1% | +6.5% |
| YTD | +11.8% | -6.9% | +18.7% | +11.4% |
| 1Y | +18.3% | +11.9% | +6.4% | +13.3% |
| 3Y | +64.9% | -33.8% | +98.7% | +70.3% |
| 5Y | +52.4% | -69.0% | +121.4% | +96.4% |
| All | +52.4% | -69.5% | +121.9% | +96.4% |
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 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