+31.2%
EL vs CAPR
-77.1%
+108.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -2.0% |
| 7D | +1.7% | -9.5% | +11.2% | +1.9% |
| 30D | +15.5% | +121.5% | -106.0% | +13.5% |
| 3M | +20.6% | -65.4% | +85.9% | +21.3% |
| 6M | +10.5% | -67.5% | +78.0% | +11.2% |
| YTD | -1.9% | -68.6% | +66.7% | -1.2% |
| 1Y | +16.1% | +42.7% | -26.6% | +8.4% |
| 3Y | -30.2% | +43.4% | -73.6% | -36.8% |
| 5Y | -67.4% | +86.0% | -153.4% | -71.0% |
| 10Y | +31.2% | -77.4% | +108.6% | +9.9% |
| All | +31.2% | -77.1% | +108.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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