+63.7%
EL vs M
-7.1%
+70.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | +1.5% | +7.0% | -5.5% | 0.0% |
| 30D | +10.0% | +8.9% | +1.1% | +7.9% |
| 3M | +28.4% | +4.5% | +23.9% | +27.0% |
| 6M | +37.1% | +36.2% | +0.9% | +27.7% |
| YTD | +7.8% | +15.1% | -7.3% | +3.9% |
| 1Y | +26.0% | +27.4% | -1.4% | +18.6% |
| 3Y | +3.8% | +160.1% | -156.3% | -17.4% |
| 5Y | -65.2% | -1.6% | -63.6% | -68.4% |
| All | +63.7% | -7.1% | +70.8% | +23.7% |
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