+641.7%
BE vs EL
-9.7%
+651.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -13.4% | +7.6% | -21.0% | -16.4% |
| 30D | -33.9% | +15.7% | -49.6% | -38.9% |
| 3M | -12.0% | +30.5% | -42.5% | -24.8% |
| 6M | -29.0% | +32.5% | -61.5% | -40.8% |
| YTD | +113.4% | +9.4% | +103.9% | +91.9% |
| 1Y | +33.2% | +28.4% | +4.8% | +9.2% |
| 3Y | +1,659.2% | +4.4% | +1,654.8% | +1,344.0% |
| 5Y | +461.4% | -64.5% | +525.9% | +895.0% |
| All | +641.7% | -9.7% | +651.4% | +620.0% |
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 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