+44.8%
PL vs EL
-61.2%
+106.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +13.4% | +0.3% | +13.1% | +13.6% |
| 30D | -10.2% | +12.3% | -22.4% | -14.0% |
| 3M | -39.5% | +28.4% | -67.9% | -45.5% |
| 6M | -65.7% | +36.7% | -102.5% | -70.1% |
| YTD | -27.3% | +8.4% | -35.7% | -32.5% |
| 1Y | +15.0% | +25.4% | -10.4% | -0.5% |
| 3Y | +560.8% | +3.4% | +557.4% | +464.0% |
| 5Y | +38.4% | -64.8% | +103.2% | +106.0% |
| All | +44.8% | -61.2% | +106.0% | +115.2% |
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