-26.3%
U vs EL
-42.3%
+16.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | +24.4% | +7.6% | +16.7% | +19.5% |
| 30D | +7.4% | +15.7% | -8.3% | -0.9% |
| 3M | +16.8% | +30.5% | -13.7% | -0.1% |
| 6M | +78.8% | +32.5% | +46.2% | +50.4% |
| YTD | +14.0% | +9.4% | +4.5% | +1.9% |
| 1Y | +16.7% | +28.4% | -11.6% | -5.4% |
| 3Y | +86.4% | +4.4% | +81.9% | +49.0% |
| 5Y | -71.5% | -64.5% | -7.0% | -48.8% |
| All | -26.3% | -42.3% | +16.0% | +18.7% |
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