+210.1%
W vs EL
+62.2%
+147.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.4% |
| 7D | +0.2% | +1.5% | -1.4% | -0.8% |
| 30D | +6.8% | +10.0% | -3.2% | +0.6% |
| 3M | +10.7% | +28.4% | -17.7% | -7.1% |
| 6M | +86.3% | +37.1% | +49.3% | +49.7% |
| YTD | +11.5% | +7.8% | +3.6% | +0.4% |
| 1Y | +5.1% | +26.0% | -20.9% | -16.3% |
| 3Y | +171.0% | +3.8% | +167.2% | +124.6% |
| 5Y | -56.6% | -65.2% | +8.6% | -16.0% |
| All | +210.1% | +62.2% | +147.9% | +184.3% |
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