+1,744.2%
TER vs EL
+31.4%
+1,712.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +5.1% |
| 7D | +11.0% | +1.7% | +9.3% | +10.2% |
| 30D | -1.9% | +15.5% | -17.4% | -9.0% |
| 3M | -0.7% | +20.6% | -21.2% | -10.2% |
| 6M | +36.4% | +10.5% | +25.9% | +26.2% |
| YTD | +92.4% | -1.9% | +94.3% | +83.9% |
| 1Y | +213.5% | +16.1% | +197.4% | +173.3% |
| 3Y | +277.2% | -30.2% | +307.5% | +286.5% |
| 5Y | +219.1% | -67.4% | +286.5% | +391.0% |
| 10Y | +1,744.2% | +31.2% | +1,713.0% | +1,508.2% |
| All | +1,744.2% | +31.4% | +1,712.9% | +1,508.2% |
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