+23.5%
EL vs RNG
+223.4%
-199.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.2% |
| 7D | -4.4% | -9.6% | +5.2% | -2.5% |
| 30D | +10.3% | +8.8% | +1.5% | +8.3% |
| 3M | +13.4% | +78.6% | -65.3% | +0.2% |
| 6M | +3.1% | +70.3% | -67.2% | -9.1% |
| YTD | -6.9% | +140.3% | -147.3% | -24.7% |
| 1Y | +11.9% | +126.6% | -114.7% | -8.7% |
| 3Y | -33.8% | +120.2% | -154.0% | -47.3% |
| 5Y | -69.0% | -68.3% | -0.7% | -68.7% |
| All | +23.5% | +223.4% | -199.9% | -12.0% |
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