+100.0%
IT vs EL
+26.1%
+73.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.0% |
| 7D | -3.7% | -6.5% | +2.8% | -1.6% |
| 30D | +0.1% | +11.1% | -11.1% | -3.4% |
| 3M | +20.7% | +10.7% | +10.0% | +16.6% |
| 6M | +12.0% | +6.9% | +5.1% | +8.2% |
| YTD | -28.8% | -6.3% | -22.5% | -29.1% |
| 1Y | -25.5% | +13.5% | -39.0% | -31.1% |
| 3Y | -48.8% | -33.1% | -15.7% | -46.6% |
| 5Y | -42.7% | -68.8% | +26.0% | -17.7% |
| All | +100.0% | +26.1% | +73.9% | +90.9% |
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