+634.6%
P vs EL
+62.2%
+572.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.3% |
| 7D | +11.6% | +1.5% | +10.1% | +11.0% |
| 30D | -23.7% | +10.0% | -33.7% | -26.4% |
| 3M | -8.0% | +28.4% | -36.4% | -17.6% |
| 6M | +27.9% | +37.1% | -9.2% | +10.7% |
| YTD | +61.2% | +7.8% | +53.3% | +49.2% |
| 1Y | +28.6% | +26.0% | +2.6% | +10.8% |
| 3Y | +200.5% | +3.8% | +196.7% | +153.5% |
| 5Y | +282.9% | -65.2% | +348.1% | +469.9% |
| All | +634.6% | +62.2% | +572.4% | +340.4% |
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