+161.3%
ET vs EL
+63.7%
+97.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | -3.0% | +12.3% | -15.3% | -5.5% |
| 3M | -4.7% | +28.4% | -33.1% | -10.4% |
| 6M | +2.7% | +36.7% | -34.1% | -5.4% |
| YTD | +26.5% | +8.4% | +18.2% | +21.1% |
| 1Y | +25.0% | +25.4% | -0.5% | +14.8% |
| 3Y | +85.4% | +3.4% | +81.9% | +68.0% |
| 5Y | +215.5% | -64.8% | +280.3% | +311.0% |
| 10Y | +161.3% | +63.0% | +98.4% | +69.4% |
| All | +161.3% | +63.7% | +97.7% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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