+146.5%
B vs EL
+1,792.3%
-1,645.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | +9.6% | +0.8% | +8.8% | +9.5% |
| 30D | +3.5% | +16.5% | -13.0% | +1.4% |
| 3M | -1.6% | +29.2% | -30.8% | -4.9% |
| 6M | -1.7% | +27.9% | -29.6% | -5.1% |
| YTD | -5.3% | +6.2% | -11.5% | -6.9% |
| 1Y | +27.2% | +27.2% | 0.0% | +22.3% |
| 3Y | +166.1% | +3.2% | +162.9% | +156.8% |
| 5Y | +136.5% | -66.0% | +202.5% | +155.4% |
| 10Y | +172.2% | +58.3% | +113.9% | +141.5% |
| All | +146.5% | +1,792.3% | -1,645.9% | +75.4% |
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