+151.5%
EXC vs EL
+31.4%
+120.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | +1.2% | +1.7% | -0.5% | +0.9% |
| 30D | -2.7% | +15.5% | -18.2% | -5.4% |
| 3M | -1.0% | +20.6% | -21.5% | -4.6% |
| 6M | -9.3% | +10.5% | -19.7% | -11.8% |
| YTD | +3.6% | -1.9% | +5.5% | +2.0% |
| 1Y | +5.9% | +16.1% | -10.2% | +0.3% |
| 3Y | +21.3% | -30.2% | +51.5% | +25.2% |
| 5Y | +46.2% | -67.4% | +113.6% | +86.5% |
| 10Y | +151.5% | +31.2% | +120.2% | +100.3% |
| All | +151.5% | +31.4% | +120.1% | +100.3% |
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