+173.7%
ET vs EL
+28.8%
+144.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.4% |
| 7D | +0.6% | -2.4% | +3.0% | +1.1% |
| 30D | +5.3% | +13.7% | -8.4% | +1.9% |
| 3M | +15.6% | +14.5% | +1.2% | +11.5% |
| 6M | +20.6% | +7.4% | +13.2% | +16.8% |
| YTD | +38.5% | -4.7% | +43.2% | +36.7% |
| 1Y | +35.7% | +12.9% | +22.8% | +27.1% |
| 3Y | +98.4% | -32.2% | +130.6% | +103.5% |
| 5Y | +245.3% | -68.4% | +313.7% | +357.7% |
| 10Y | +173.7% | +28.3% | +145.5% | +90.9% |
| All | +173.7% | +28.8% | +144.9% | +90.9% |
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