+686.6%
P vs EL
+56.3%
+630.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.7% |
| 7D | -23.8% | +0.8% | -24.6% | -23.9% |
| 30D | -36.6% | +16.5% | -53.2% | -40.3% |
| 3M | +10.9% | +29.2% | -18.3% | -1.0% |
| 6M | +30.0% | +27.9% | +2.1% | +15.3% |
| YTD | +44.4% | +6.2% | +38.2% | +34.5% |
| 1Y | +3.9% | +27.2% | -23.2% | -10.8% |
| 3Y | +176.6% | +3.2% | +173.4% | +133.8% |
| 5Y | +249.3% | -66.0% | +315.3% | +423.8% |
| All | +686.6% | +56.3% | +630.3% | +449.1% |
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