+24.4%
EL vs BR
+189.7%
-165.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -6.5% | -3.0% | -3.5% | -4.9% |
| 30D | +11.1% | -0.3% | +11.4% | +11.4% |
| 3M | +10.7% | +17.3% | -6.6% | +0.9% |
| 6M | +6.9% | -6.7% | +13.6% | +10.5% |
| YTD | -6.3% | -23.4% | +17.2% | +7.3% |
| 1Y | +13.5% | -32.7% | +46.1% | +40.1% |
| 3Y | -33.1% | -5.9% | -27.2% | -32.8% |
| 5Y | -68.8% | +8.4% | -77.2% | -71.5% |
| All | +24.4% | +189.7% | -165.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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