+63.7%
EL vs RNG
+234.5%
-170.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +1.5% | +4.6% | -3.1% | +0.6% |
| 30D | +10.0% | +0.4% | +9.6% | +9.8% |
| 3M | +28.4% | +11.4% | +17.0% | +25.3% |
| 6M | +37.1% | +95.7% | -58.6% | +18.0% |
| YTD | +7.8% | +162.9% | -155.1% | -14.6% |
| 1Y | +26.0% | +180.3% | -154.2% | -1.5% |
| 3Y | +3.8% | +188.3% | -184.5% | -21.7% |
| 5Y | -65.2% | -72.5% | +7.3% | -64.3% |
| All | +63.7% | +234.5% | -170.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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