+12.5%
A vs EL
-66.1%
+78.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | -0.1% | +0.8% | -0.8% | -0.3% |
| 30D | +3.4% | +16.5% | -13.2% | -1.0% |
| 3M | +23.8% | +29.2% | -5.3% | +15.0% |
| 6M | +49.0% | +27.9% | +21.1% | +37.9% |
| YTD | +29.4% | +6.2% | +23.2% | +24.2% |
| 1Y | +19.4% | +27.2% | -7.8% | +8.4% |
| 3Y | +66.2% | +3.2% | +63.0% | +48.9% |
| All | +12.5% | -66.1% | +78.7% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling