+44.1%
PL vs EL
-60.8%
+104.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +5.6% | +7.6% | -2.0% | +2.9% |
| 30D | -16.9% | +15.7% | -32.6% | -21.4% |
| 3M | -38.2% | +30.5% | -68.8% | -44.7% |
| 6M | -63.4% | +32.5% | -96.0% | -67.8% |
| YTD | -27.6% | +9.4% | -37.1% | -33.0% |
| 1Y | +6.6% | +28.4% | -21.8% | -8.7% |
| 3Y | +557.6% | +4.4% | +553.2% | +459.3% |
| 5Y | +39.5% | -64.5% | +104.0% | +106.9% |
| All | +44.1% | -60.8% | +104.9% | +113.3% |
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