+707.9%
P vs EL
+63.1%
+644.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +5.3% |
| 7D | -9.6% | +8.0% | -17.6% | -12.1% |
| 30D | -33.4% | +15.4% | -48.8% | -37.0% |
| 3M | +14.2% | +28.5% | -14.3% | +2.3% |
| 6M | +31.6% | +32.2% | -0.7% | +15.3% |
| YTD | +53.5% | +9.2% | +44.3% | +41.6% |
| 1Y | +14.2% | +30.8% | -16.6% | -2.9% |
| 3Y | +190.5% | +3.7% | +186.8% | +146.2% |
| 5Y | +256.3% | -64.8% | +321.1% | +426.9% |
| 10Y | +707.9% | +60.0% | +647.8% | +453.3% |
| All | +707.9% | +63.1% | +644.8% | +453.3% |
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