+995.4%
TER vs EL
+62.2%
+933.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.9% |
| 7D | +14.4% | +1.5% | +12.8% | +13.7% |
| 30D | -30.6% | +10.0% | -40.6% | -33.6% |
| 3M | -39.2% | +28.4% | -67.6% | -46.5% |
| 6M | -31.3% | +37.1% | -68.3% | -42.1% |
| YTD | +29.1% | +7.8% | +21.3% | +17.7% |
| 1Y | +47.4% | +26.0% | +21.4% | +24.4% |
| 3Y | +191.2% | +3.8% | +187.4% | +144.9% |
| 5Y | +74.0% | -65.2% | +139.2% | +160.6% |
| All | +995.4% | +62.2% | +933.2% | +786.7% |
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