+275.4%
RMD vs EL
+28.8%
+246.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | -4.7% | -2.4% | -2.4% | -4.2% |
| 30D | +0.2% | +13.7% | -13.4% | -3.2% |
| 3M | +12.0% | +14.5% | -2.5% | +7.8% |
| 6M | -12.5% | +7.4% | -19.9% | -15.1% |
| YTD | -7.9% | -4.7% | -3.2% | -9.0% |
| 1Y | -20.4% | +12.9% | -33.3% | -25.4% |
| 3Y | +53.1% | -32.2% | +85.3% | +58.1% |
| 5Y | -22.1% | -68.4% | +46.3% | +3.6% |
| 10Y | +275.4% | +28.3% | +247.2% | +190.7% |
| All | +275.4% | +28.8% | +246.6% | +190.7% |
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