+693.5%
P vs EL
+32.5%
+661.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.3% |
| 7D | +6.5% | +0.8% | +5.7% | +6.2% |
| 30D | +18.8% | +19.8% | -1.0% | +9.6% |
| 3M | +26.7% | +25.7% | +1.0% | +14.3% |
| 6M | +62.2% | +5.4% | +56.7% | +54.3% |
| YTD | +48.5% | +0.2% | +48.3% | +42.1% |
| 1Y | +26.4% | +20.4% | +6.0% | +10.7% |
| 3Y | +159.4% | -32.1% | +191.5% | +168.3% |
| 5Y | +275.8% | -67.2% | +343.0% | +469.0% |
| All | +693.5% | +32.5% | +661.0% | +468.2% |
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