+243.6%
W vs EL
+63.1%
+180.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +2.7% |
| 7D | +3.3% | +8.0% | -4.7% | -1.5% |
| 30D | +10.5% | +15.4% | -4.9% | +0.8% |
| 3M | +9.6% | +28.5% | -18.9% | -7.9% |
| 6M | +76.4% | +32.2% | +44.1% | +45.2% |
| YTD | +16.4% | +9.2% | +7.2% | +4.0% |
| 1Y | +9.3% | +30.8% | -21.4% | -15.0% |
| 3Y | +172.8% | +3.7% | +169.1% | +126.8% |
| 5Y | -53.4% | -64.8% | +11.4% | -10.6% |
| 10Y | +243.6% | +60.0% | +183.6% | +225.7% |
| All | +243.6% | +63.1% | +180.6% | +225.7% |
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