+81.0%
F vs EL
+63.1%
+17.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.3% |
| 7D | -0.6% | +8.0% | -8.6% | -3.3% |
| 30D | +2.9% | +15.4% | -12.5% | -2.3% |
| 3M | -9.5% | +28.5% | -38.0% | -17.6% |
| 6M | +4.0% | +32.2% | -28.2% | -6.7% |
| YTD | -1.3% | +9.2% | -10.5% | -7.2% |
| 1Y | -1.9% | +30.8% | -32.7% | -13.9% |
| 3Y | +53.5% | +3.7% | +49.8% | +35.4% |
| 5Y | -15.1% | -64.8% | +49.6% | +19.8% |
| 10Y | +81.0% | +60.0% | +21.0% | +50.0% |
| All | +81.0% | +63.1% | +17.9% | +50.0% |
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