+363.5%
SE vs EL
+14.3%
+349.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | -0.5% | +1.5% | -2.0% | -1.2% |
| 30D | -20.9% | +10.0% | -30.9% | -24.4% |
| 3M | -38.9% | +28.4% | -67.3% | -46.1% |
| 6M | -19.4% | +37.1% | -56.5% | -31.7% |
| YTD | -40.9% | +7.8% | -48.8% | -45.7% |
| 1Y | -46.2% | +26.0% | -72.2% | -54.5% |
| 3Y | +63.7% | +3.8% | +59.9% | +33.2% |
| 5Y | -77.9% | -65.2% | -12.7% | -62.7% |
| All | +363.5% | +14.3% | +349.2% | +326.7% |
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