+171.9%
B vs EL
+1,685.7%
-1,513.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.6% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +9.4% | +19.8% | -10.4% | +6.9% |
| 3M | +5.0% | +25.7% | -20.7% | +1.9% |
| 6M | -3.5% | +5.4% | -9.0% | -4.7% |
| YTD | +4.5% | +0.2% | +4.2% | +3.6% |
| 1Y | +67.8% | +20.4% | +47.3% | +62.4% |
| 3Y | +196.7% | -32.1% | +228.8% | +200.3% |
| 5Y | +151.9% | -67.2% | +219.1% | +173.6% |
| 10Y | +202.2% | +31.7% | +170.4% | +174.4% |
| All | +171.9% | +1,685.7% | -1,513.8% | +95.3% |
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