+67.7%
UL vs EL
+28.8%
+38.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | -3.2% | -2.4% | -0.9% | -2.8% |
| 30D | -0.6% | +13.7% | -14.3% | -3.0% |
| 3M | +9.4% | +14.5% | -5.1% | +6.5% |
| 6M | -4.1% | +7.4% | -11.5% | -6.1% |
| YTD | -2.0% | -4.7% | +2.7% | -2.6% |
| 1Y | -9.0% | +12.9% | -21.9% | -12.7% |
| 3Y | +21.8% | -32.2% | +54.0% | +25.6% |
| 5Y | +20.6% | -68.4% | +89.0% | +48.4% |
| 10Y | +67.7% | +28.3% | +39.5% | +26.5% |
| All | +67.7% | +28.8% | +38.9% | +26.5% |
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