-47.8%
S vs EL
-61.7%
+13.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +2.0% | +1.5% | +0.4% | +1.5% |
| 30D | -2.7% | +10.0% | -12.7% | -6.1% |
| 3M | -6.9% | +28.4% | -35.3% | -16.2% |
| 6M | +38.1% | +37.1% | +1.0% | +19.9% |
| YTD | +48.0% | +7.8% | +40.2% | +38.6% |
| 1Y | +34.5% | +26.0% | +8.4% | +17.1% |
| 3Y | +38.3% | +3.8% | +34.5% | +18.8% |
| 5Y | -70.9% | -65.2% | -5.7% | -43.6% |
| All | -47.8% | -61.7% | +13.9% | -1.7% |
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