-54.3%
S vs EL
-65.1%
+10.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.5% |
| 7D | -5.8% | +1.7% | -7.5% | -6.5% |
| 30D | -9.2% | +15.5% | -24.7% | -14.9% |
| 3M | +23.4% | +20.6% | +2.8% | +13.4% |
| 6M | +36.9% | +10.5% | +26.5% | +28.7% |
| YTD | +29.5% | -1.9% | +31.4% | +25.8% |
| 1Y | +5.4% | +16.1% | -10.7% | -6.0% |
| 3Y | +14.7% | -30.2% | +44.9% | +23.7% |
| 5Y | -71.5% | -67.4% | -4.1% | -45.1% |
| All | -54.3% | -65.1% | +10.8% | -10.8% |
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