+183.8%
EXC vs EL
+63.1%
+120.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.4% |
| 7D | -1.7% | +8.0% | -9.7% | -3.1% |
| 30D | +9.3% | +15.4% | -6.1% | +6.5% |
| 3M | +1.0% | +28.5% | -27.5% | -3.7% |
| 6M | +5.9% | +32.2% | -26.3% | +0.1% |
| YTD | +7.6% | +9.2% | -1.6% | +3.9% |
| 1Y | +2.4% | +30.8% | -28.4% | -4.9% |
| 3Y | +30.2% | +3.7% | +26.6% | +22.1% |
| 5Y | +41.4% | -64.8% | +106.1% | +79.2% |
| 10Y | +183.8% | +60.0% | +123.7% | +120.2% |
| All | +183.8% | +63.1% | +120.7% | +120.2% |
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