+376.6%
EFA vs EL
+648.8%
-272.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | +2.2% | +1.5% | +0.7% | +1.8% |
| 30D | +1.4% | +10.0% | -8.6% | -1.7% |
| 3M | -4.2% | +28.4% | -32.6% | -12.1% |
| 6M | +1.9% | +37.1% | -35.1% | -9.1% |
| YTD | +10.2% | +7.8% | +2.4% | +4.0% |
| 1Y | +12.8% | +26.0% | -13.3% | +0.9% |
| 3Y | +65.2% | +3.8% | +61.4% | +45.8% |
| 5Y | +49.8% | -65.2% | +115.0% | +89.3% |
| 10Y | +145.2% | +62.1% | +83.0% | +62.3% |
| All | +376.6% | +648.8% | -272.2% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling