+568.3%
A vs EL
+622.7%
-54.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.9% |
| 7D | -0.1% | +0.8% | -0.8% | -0.4% |
| 30D | +3.4% | +16.5% | -13.2% | -2.5% |
| 3M | +23.8% | +29.2% | -5.3% | +11.8% |
| 6M | +49.0% | +27.9% | +21.1% | +33.8% |
| YTD | +29.4% | +6.2% | +23.2% | +21.7% |
| 1Y | +19.4% | +27.2% | -7.8% | +4.5% |
| 3Y | +66.2% | +3.2% | +63.0% | +45.7% |
| 5Y | +15.8% | -66.0% | +81.8% | +53.3% |
| 10Y | +326.1% | +58.3% | +267.7% | +183.0% |
| All | +568.3% | +622.7% | -54.4% | +154.9% |
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