+345.2%
IR vs EL
+37.1%
+308.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +3.7% |
| 7D | +5.0% | +8.0% | -3.0% | +2.2% |
| 30D | +10.3% | +15.4% | -5.1% | +4.5% |
| 3M | -0.1% | +28.5% | -28.6% | -9.6% |
| 6M | +14.8% | +32.2% | -17.5% | +2.0% |
| YTD | +9.7% | +9.2% | +0.6% | +2.6% |
| 1Y | +12.2% | +30.8% | -18.6% | -2.4% |
| 3Y | +30.0% | +3.7% | +26.3% | +13.1% |
| 5Y | +46.8% | -64.8% | +111.6% | +109.0% |
| All | +345.2% | +37.1% | +308.1% | +288.7% |
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