+488.5%
NDAQ vs EL
+62.2%
+426.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +1.3% | +1.5% | -0.3% | +0.9% |
| 30D | +18.0% | +10.0% | +8.0% | +15.0% |
| 3M | +11.5% | +28.4% | -16.9% | +3.9% |
| 6M | +21.1% | +37.1% | -16.0% | +10.5% |
| YTD | +12.8% | +7.8% | +5.0% | +7.9% |
| 1Y | +25.7% | +26.0% | -0.3% | +15.0% |
| 3Y | +116.8% | +3.8% | +113.0% | +95.7% |
| 5Y | +67.3% | -65.2% | +132.4% | +118.5% |
| All | +488.5% | +62.2% | +426.3% | +382.0% |
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