+24.4%
EL vs MKTX
+5.0%
+19.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -6.5% | -0.2% | -6.3% | -6.4% |
| 30D | +11.1% | +0.7% | +10.4% | +11.0% |
| 3M | +10.7% | +40.8% | -30.1% | +1.0% |
| 6M | +6.9% | -8.0% | +14.9% | +8.1% |
| YTD | -6.3% | -8.7% | +2.4% | -5.2% |
| 1Y | +13.5% | -11.8% | +25.3% | +15.4% |
| 3Y | -33.1% | -24.0% | -9.0% | -31.4% |
| 5Y | -68.8% | -60.3% | -8.4% | -63.1% |
| All | +24.4% | +5.0% | +19.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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