+261.5%
RF vs EL
+63.1%
+198.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.2% |
| 7D | -0.1% | +8.0% | -8.1% | -2.8% |
| 30D | +7.0% | +15.4% | -8.4% | +1.7% |
| 3M | -7.0% | +28.5% | -35.5% | -15.7% |
| 6M | +6.8% | +32.2% | -25.5% | -4.9% |
| YTD | +9.9% | +9.2% | +0.7% | +2.3% |
| 1Y | +21.1% | +30.8% | -9.7% | +5.0% |
| 3Y | +119.6% | +3.7% | +115.9% | +92.0% |
| 5Y | +46.2% | -64.8% | +111.0% | +110.4% |
| 10Y | +261.5% | +60.0% | +201.5% | +220.1% |
| All | +261.5% | +63.1% | +198.5% | +220.1% |
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