+55.3%
BE vs EL
+25.6%
+29.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.3% | -12.7% | -7.5% |
| 7D | -12.1% | +2.5% | -14.6% | -12.5% |
| 30D | -30.1% | +20.1% | -50.2% | -32.9% |
| 3M | -12.1% | +29.3% | -41.4% | -17.5% |
| 6M | -30.6% | +38.8% | -69.3% | -36.7% |
| YTD | +130.6% | +8.1% | +122.5% | +110.0% |
| 1Y | +55.3% | +22.3% | +32.9% | +32.5% |
| All | +55.3% | +25.6% | +29.7% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling