+1,616.9%
BE vs EL
+3.8%
+1,613.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.8% |
| 7D | -14.7% | +0.8% | -15.5% | -14.8% |
| 30D | -40.5% | +16.5% | -57.1% | -43.1% |
| 3M | -24.3% | +29.2% | -53.5% | -30.1% |
| 6M | -39.3% | +27.9% | -67.2% | -44.1% |
| YTD | +99.4% | +6.2% | +93.2% | +90.8% |
| 1Y | +26.6% | +27.2% | -0.6% | +14.8% |
| 3Y | +1,616.9% | +3.2% | +1,613.7% | +1,320.0% |
| All | +1,616.9% | +3.8% | +1,613.2% | +1,320.0% |
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