+7.6%
COMP vs EL
+23.3%
-15.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | +16.6% | +10.0% | +6.6% | +13.4% |
| 3M | -23.5% | +28.4% | -51.9% | -29.2% |
| 6M | +25.7% | +37.1% | -11.3% | +14.0% |
| YTD | -3.4% | +7.8% | -11.2% | -15.6% |
| 1Y | +7.6% | +26.0% | -18.5% | -9.2% |
| All | +7.6% | +23.3% | -15.7% | -9.2% |
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