+28.3%
EL vs MTB
+172.8%
-144.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -2.4% | +1.1% | -3.4% | -2.8% |
| 30D | +13.7% | -4.6% | +18.3% | +15.6% |
| 3M | +14.5% | +6.3% | +8.2% | +11.6% |
| 6M | +7.4% | +15.6% | -8.2% | +1.2% |
| YTD | -4.7% | +20.6% | -25.2% | -11.9% |
| 1Y | +12.9% | +22.5% | -9.6% | +3.7% |
| 3Y | -32.2% | +114.4% | -146.7% | -50.1% |
| 5Y | -68.4% | +101.9% | -170.3% | -76.5% |
| 10Y | +28.3% | +170.4% | -142.2% | -17.0% |
| All | +28.3% | +172.8% | -144.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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