+196.7%
EXC vs EL
+62.2%
+134.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.2% |
| 7D | +1.4% | +1.5% | -0.2% | +1.1% |
| 30D | +8.6% | +10.0% | -1.4% | +6.7% |
| 3M | +2.4% | +28.4% | -26.0% | -2.4% |
| 6M | +6.5% | +37.1% | -30.6% | -0.1% |
| YTD | +9.0% | +7.8% | +1.2% | +5.5% |
| 1Y | +4.6% | +26.0% | -21.5% | -2.2% |
| 3Y | +33.5% | +3.8% | +29.7% | +24.9% |
| 5Y | +41.4% | -65.2% | +106.6% | +79.4% |
| All | +196.7% | +62.2% | +134.5% | +131.5% |
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