+76.2%
O vs EL
+62.2%
+14.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | -0.4% | +1.5% | -1.9% | -0.7% |
| 30D | +7.1% | +10.0% | -2.9% | +4.9% |
| 3M | -5.2% | +28.4% | -33.6% | -10.6% |
| 6M | -1.8% | +37.1% | -38.8% | -9.1% |
| YTD | +9.1% | +7.8% | +1.2% | +4.8% |
| 1Y | +9.7% | +26.0% | -16.4% | +1.2% |
| 3Y | +39.1% | +3.8% | +35.3% | +27.7% |
| 5Y | +8.4% | -65.2% | +73.5% | +41.2% |
| All | +76.2% | +62.2% | +14.0% | +42.3% |
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