+26.8%
PL vs EL
-61.9%
+88.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.1% | +9.6% |
| 7D | -6.8% | +0.8% | -7.6% | -7.1% |
| 30D | -29.3% | +16.5% | -45.8% | -33.4% |
| 3M | -44.8% | +29.2% | -73.9% | -50.4% |
| 6M | -68.4% | +27.9% | -96.3% | -71.7% |
| YTD | -36.4% | +6.2% | -42.6% | -40.5% |
| 1Y | +0.7% | +27.2% | -26.4% | -13.6% |
| 3Y | +455.3% | +3.2% | +452.1% | +371.8% |
| 5Y | +22.7% | -66.0% | +88.7% | +83.8% |
| All | +26.8% | -61.9% | +88.7% | +89.5% |
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