+239.8%
RF vs EL
+60.9%
+178.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.3% | +7.6% | -7.3% | -2.2% |
| 30D | +6.2% | +15.7% | -9.5% | +0.8% |
| 3M | -7.8% | +30.5% | -38.4% | -16.9% |
| 6M | +5.9% | +32.5% | -26.6% | -5.8% |
| YTD | +9.0% | +9.4% | -0.4% | +1.4% |
| 1Y | +19.3% | +28.4% | -9.1% | +4.1% |
| 3Y | +116.4% | +4.4% | +112.0% | +88.5% |
| 5Y | +46.0% | -64.5% | +110.5% | +109.8% |
| 10Y | +239.8% | +64.9% | +174.9% | +185.3% |
| All | +239.8% | +60.9% | +178.9% | +185.3% |
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