-44.9%
S vs EL
-61.1%
+16.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.4% | +7.6% | -6.2% | -1.3% |
| 30D | -10.8% | +15.7% | -26.5% | -15.6% |
| 3M | +5.4% | +30.5% | -25.1% | -5.8% |
| 6M | +41.2% | +32.5% | +8.7% | +24.2% |
| YTD | +56.2% | +9.4% | +46.8% | +45.4% |
| 1Y | +36.3% | +28.4% | +7.9% | +17.8% |
| 3Y | +49.4% | +4.4% | +45.0% | +28.3% |
| 5Y | -66.9% | -64.5% | -2.4% | -36.2% |
| All | -44.9% | -61.1% | +16.2% | +3.1% |
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