+1,449.6%
NET vs EL
-41.8%
+1,491.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -3.2% |
| 7D | -7.0% | +0.8% | -7.8% | -7.3% |
| 30D | -4.8% | +19.8% | -24.6% | -12.4% |
| 3M | +3.8% | +25.7% | -21.9% | -6.8% |
| 6M | +50.0% | +5.4% | +44.6% | +42.1% |
| YTD | +41.5% | +0.2% | +41.3% | +33.9% |
| 1Y | +32.8% | +20.4% | +12.4% | +13.6% |
| 3Y | +335.9% | -32.1% | +368.0% | +362.8% |
| 5Y | +113.8% | -67.2% | +181.0% | +258.2% |
| All | +1,449.6% | -41.8% | +1,491.3% | +1,991.1% |
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