+24.4%
EL vs BG
+166.7%
-142.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -6.5% | +3.1% | -9.6% | -7.3% |
| 30D | +11.1% | +10.2% | +0.9% | +7.9% |
| 3M | +10.7% | -1.7% | +12.4% | +10.5% |
| 6M | +6.9% | +1.0% | +5.9% | +5.1% |
| YTD | -6.3% | +39.9% | -46.2% | -16.4% |
| 1Y | +13.5% | +53.2% | -39.8% | -1.9% |
| 3Y | -33.1% | +16.3% | -49.3% | -38.3% |
| 5Y | -68.8% | +83.9% | -152.6% | -75.0% |
| All | +24.4% | +166.7% | -142.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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