+589.0%
A vs EL
+643.0%
-54.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.1% |
| 7D | +4.8% | +8.0% | -3.3% | +1.8% |
| 30D | +5.6% | +15.4% | -9.8% | 0.0% |
| 3M | +23.6% | +28.5% | -4.9% | +11.8% |
| 6M | +56.4% | +32.2% | +24.1% | +38.7% |
| YTD | +33.4% | +9.2% | +24.2% | +24.2% |
| 1Y | +23.7% | +30.8% | -7.1% | +7.2% |
| 3Y | +71.0% | +3.7% | +67.3% | +49.8% |
| 5Y | +16.8% | -64.8% | +81.6% | +52.7% |
| 10Y | +323.8% | +60.0% | +263.8% | +180.6% |
| All | +589.0% | +643.0% | -54.1% | +160.2% |
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