+584.9%
XYZ vs EL
+62.2%
+522.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.2% |
| 7D | -1.1% | +1.5% | -2.6% | -1.9% |
| 30D | +11.5% | +10.0% | +1.5% | +5.8% |
| 3M | +1.8% | +28.4% | -26.6% | -12.8% |
| 6M | +21.2% | +37.1% | -15.8% | -1.2% |
| YTD | +29.9% | +7.8% | +22.1% | +17.6% |
| 1Y | +35.8% | +26.0% | +9.7% | +10.4% |
| 3Y | +62.6% | +3.8% | +58.8% | +33.1% |
| 5Y | -62.8% | -65.2% | +2.4% | -28.9% |
| All | +584.9% | +62.2% | +522.7% | +507.4% |
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