+60.0%
EL vs M
+3.7%
+56.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.3% | +1.1% |
| 7D | +8.0% | +2.5% | +5.5% | +7.4% |
| 30D | +15.4% | +10.1% | +5.4% | +13.0% |
| 3M | +28.5% | -0.9% | +29.4% | +28.6% |
| 6M | +32.2% | +30.2% | +2.1% | +24.4% |
| YTD | +9.2% | +16.3% | -7.1% | +5.0% |
| 1Y | +30.8% | +27.0% | +3.8% | +23.2% |
| 3Y | +3.7% | +154.5% | -150.8% | -17.1% |
| 5Y | -64.8% | -1.1% | -63.7% | -68.1% |
| 10Y | +60.0% | +0.5% | +59.5% | +19.3% |
| All | +60.0% | +3.7% | +56.3% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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