+61.4%
T vs EL
+63.7%
-2.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.6% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | -1.0% | +12.3% | -13.3% | -2.5% |
| 3M | -8.1% | +28.4% | -36.5% | -11.2% |
| 6M | -8.3% | +36.7% | -45.0% | -12.3% |
| YTD | -6.1% | +8.4% | -14.5% | -8.3% |
| 1Y | -7.4% | +25.4% | -32.8% | -11.5% |
| 3Y | +65.4% | +3.4% | +62.0% | +57.4% |
| 5Y | +57.6% | -64.8% | +122.4% | +89.4% |
| 10Y | +61.4% | +63.0% | -1.6% | +37.4% |
| All | +61.4% | +63.7% | -2.3% | +37.4% |
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