-37.5%
U vs EL
-48.3%
+10.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.7% |
| 7D | +4.5% | +1.7% | +2.8% | +3.5% |
| 30D | -0.6% | +15.5% | -16.1% | -8.7% |
| 3M | +48.4% | +20.6% | +27.9% | +33.3% |
| 6M | +115.4% | +10.5% | +104.9% | +98.7% |
| YTD | -3.2% | -1.9% | -1.3% | -7.7% |
| 1Y | -6.0% | +16.1% | -22.1% | -19.9% |
| 3Y | +13.5% | -30.2% | +43.7% | +20.8% |
| 5Y | -68.0% | -67.4% | -0.6% | -39.6% |
| All | -37.5% | -48.3% | +10.8% | +7.4% |
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