-44.8%
COMP vs EL
-61.3%
+16.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -1.0% |
| 7D | +1.4% | +0.8% | +0.6% | +1.0% |
| 30D | -13.3% | +19.8% | -33.2% | -21.5% |
| 3M | +41.1% | +25.7% | +15.4% | +24.7% |
| 6M | +17.2% | +5.4% | +11.7% | +12.0% |
| YTD | +5.2% | +0.2% | +5.0% | -0.2% |
| 1Y | +18.9% | +20.4% | -1.5% | +0.6% |
| 3Y | +215.9% | -32.1% | +248.0% | +272.4% |
| 5Y | -31.2% | -67.2% | +36.0% | +49.2% |
| All | -44.8% | -61.3% | +16.5% | +22.8% |
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