+428.8%
MAR vs EL
+28.3%
+400.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.8% |
| 7D | -0.5% | -2.4% | +1.9% | +0.3% |
| 30D | -4.7% | +13.7% | -18.3% | -9.4% |
| 3M | -15.6% | +14.5% | -30.1% | -20.1% |
| 6M | +1.2% | +7.4% | -6.2% | -3.3% |
| YTD | +7.5% | -4.7% | +12.2% | +5.7% |
| 1Y | +26.6% | +12.9% | +13.7% | +15.5% |
| 3Y | +66.0% | -32.2% | +98.2% | +72.2% |
| 5Y | +154.1% | -68.4% | +222.5% | +280.1% |
| All | +428.8% | +28.3% | +400.5% | +364.2% |
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