+649.0%
P vs EL
+60.4%
+588.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +4.0% |
| 7D | +17.8% | +2.7% | +15.2% | +16.7% |
| 30D | -29.9% | +10.8% | -40.7% | -32.6% |
| 3M | -1.2% | +26.5% | -27.6% | -11.0% |
| 6M | +32.1% | +31.1% | +1.0% | +16.3% |
| YTD | +64.3% | +6.6% | +57.7% | +52.8% |
| 1Y | +24.3% | +21.8% | +2.5% | +8.7% |
| 3Y | +203.2% | +1.8% | +201.5% | +158.2% |
| 5Y | +290.4% | -65.6% | +356.0% | +483.5% |
| All | +649.0% | +60.4% | +588.6% | +350.9% |
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