+82.7%
O vs EL
+60.9%
+21.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +3.5% | +7.6% | -4.1% | +1.9% |
| 30D | +10.4% | +15.7% | -5.3% | +7.0% |
| 3M | -2.4% | +30.5% | -33.0% | -8.3% |
| 6M | -1.2% | +32.5% | -33.8% | -7.9% |
| YTD | +10.4% | +9.4% | +1.0% | +5.7% |
| 1Y | +11.4% | +28.4% | -16.9% | +2.5% |
| 3Y | +40.4% | +4.4% | +35.9% | +28.9% |
| 5Y | +12.1% | -64.5% | +76.6% | +45.4% |
| 10Y | +82.7% | +64.9% | +17.9% | +48.7% |
| All | +82.7% | +60.9% | +21.9% | +48.7% |
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