+1,006.2%
TER vs EL
+60.9%
+945.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -8.9% | +7.6% | -16.5% | -11.6% |
| 30D | -39.1% | +15.7% | -54.7% | -42.9% |
| 3M | -32.8% | +30.5% | -63.3% | -41.2% |
| 6M | -31.7% | +32.5% | -64.3% | -41.7% |
| YTD | +26.9% | +9.4% | +17.5% | +15.1% |
| 1Y | +33.6% | +28.4% | +5.2% | +11.9% |
| 3Y | +181.5% | +4.4% | +177.1% | +136.6% |
| 5Y | +76.1% | -64.5% | +140.6% | +161.6% |
| 10Y | +1,006.2% | +64.9% | +941.3% | +800.6% |
| All | +1,006.2% | +60.9% | +945.3% | +800.6% |
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