+340.0%
IR vs EL
+37.4%
+302.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.5% | +7.6% | -6.1% | -1.1% |
| 30D | +9.0% | +15.7% | -6.7% | +3.2% |
| 3M | -0.9% | +30.5% | -31.4% | -10.8% |
| 6M | +13.4% | +32.5% | -19.1% | +0.7% |
| YTD | +8.5% | +9.4% | -1.0% | +1.3% |
| 1Y | +11.3% | +28.4% | -17.1% | -2.5% |
| 3Y | +26.0% | +4.4% | +21.5% | +9.2% |
| 5Y | +47.9% | -64.5% | +112.4% | +109.6% |
| All | +340.0% | +37.4% | +302.6% | +283.8% |
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