+67.3%
F vs EL
+62.2%
+5.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -3.1% | +1.5% | -4.6% | -3.6% |
| 30D | 0.0% | +10.0% | -10.0% | -3.4% |
| 3M | -13.2% | +28.4% | -41.6% | -21.0% |
| 6M | -10.2% | +37.1% | -47.3% | -20.4% |
| YTD | -4.9% | +7.8% | -12.8% | -10.3% |
| 1Y | -6.1% | +26.0% | -32.1% | -16.5% |
| 3Y | +46.0% | +3.8% | +42.1% | +28.5% |
| 5Y | -15.7% | -65.2% | +49.5% | +19.6% |
| All | +67.3% | +62.2% | +5.1% | +34.3% |
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