+197.7%
EXC vs EL
+60.9%
+136.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.1% | +7.6% | -7.6% | -1.2% |
| 30D | +9.0% | +15.7% | -6.7% | +6.2% |
| 3M | +3.3% | +30.5% | -27.2% | -1.8% |
| 6M | +5.7% | +32.5% | -26.9% | -0.2% |
| YTD | +7.3% | +9.4% | -2.1% | +3.6% |
| 1Y | +2.9% | +28.4% | -25.4% | -4.0% |
| 3Y | +29.3% | +4.4% | +24.9% | +21.0% |
| 5Y | +40.1% | -64.5% | +104.6% | +76.9% |
| 10Y | +197.7% | +64.9% | +132.8% | +136.8% |
| All | +197.7% | +60.9% | +136.8% | +136.8% |
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