+476.0%
A vs EL
+582.0%
-105.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.5% |
| 7D | -1.9% | +0.8% | -2.7% | -2.2% |
| 30D | +6.9% | +19.8% | -12.9% | -0.4% |
| 3M | +9.2% | +25.7% | -16.5% | -0.4% |
| 6M | +25.7% | +5.4% | +20.2% | +20.6% |
| YTD | +11.5% | +0.2% | +11.3% | +7.6% |
| 1Y | +18.4% | +20.4% | -2.1% | +5.4% |
| 3Y | +26.6% | -32.1% | +58.7% | +30.0% |
| 5Y | -12.8% | -67.2% | +54.4% | +17.0% |
| 10Y | +247.2% | +31.7% | +215.4% | +148.9% |
| All | +476.0% | +582.0% | -105.9% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling