+63.7%
EL vs CAPR
-65.7%
+129.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.1% | +1.3% |
| 7D | +1.5% | +5.9% | -4.4% | +1.3% |
| 30D | +10.0% | +44.6% | -34.6% | +9.1% |
| 3M | +28.4% | +126.4% | -98.0% | +25.9% |
| 6M | +37.1% | -68.6% | +105.6% | +37.9% |
| YTD | +7.8% | -67.0% | +74.8% | +8.2% |
| 1Y | +26.0% | +65.2% | -39.1% | +17.2% |
| 3Y | +3.8% | +235.6% | -231.7% | -7.8% |
| 5Y | -65.2% | +175.4% | -240.6% | -69.4% |
| All | +63.7% | -65.7% | +129.4% | +36.7% |
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