+360.5%
BE vs EL
+14.8%
+345.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.4% | +6.6% |
| 7D | +20.0% | +0.8% | +19.2% | +19.7% |
| 30D | +7.9% | +19.8% | -11.9% | +2.6% |
| 3M | -13.2% | +25.7% | -38.9% | -18.7% |
| 6M | +53.5% | +5.4% | +48.0% | +49.7% |
| YTD | +191.0% | +0.2% | +190.8% | +179.5% |
| 1Y | +360.5% | +20.4% | +340.1% | +314.7% |
| All | +360.5% | +14.8% | +345.8% | +314.7% |
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