+5,892.0%
FIX vs EL
+31.9%
+5,860.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.0% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | -7.2% | +19.8% | -27.1% | -12.8% |
| 3M | -15.9% | +25.7% | -41.6% | -22.3% |
| 6M | +12.7% | +5.4% | +7.3% | +8.8% |
| YTD | +72.8% | +0.2% | +72.6% | +66.9% |
| 1Y | +122.9% | +20.4% | +102.5% | +101.5% |
| 3Y | +774.3% | -32.1% | +806.5% | +799.6% |
| 5Y | +2,049.5% | -67.2% | +2,116.7% | +2,921.4% |
| All | +5,892.0% | +31.9% | +5,860.1% | +5,009.5% |
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