+107.5%
ALL vs EL
+3.8%
+103.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -4.5% |
| 7D | -1.9% | +0.8% | -2.7% | -2.0% |
| 30D | +13.8% | +16.5% | -2.7% | +13.4% |
| 3M | -7.0% | +29.2% | -36.2% | -7.5% |
| 6M | +18.0% | +27.9% | -9.9% | +17.3% |
| YTD | +24.2% | +6.2% | +18.0% | +23.6% |
| 1Y | +31.2% | +27.2% | +4.0% | +29.3% |
| 3Y | +107.5% | +3.2% | +104.3% | +98.5% |
| All | +107.5% | +3.8% | +103.8% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling