+16,976.0%
COST vs EL
+1,685.7%
+15,290.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.7% |
| 7D | -3.1% | +0.8% | -3.9% | -3.4% |
| 30D | -2.8% | +19.8% | -22.6% | -7.3% |
| 3M | -5.7% | +25.7% | -31.4% | -11.3% |
| 6M | -8.8% | +5.4% | -14.2% | -11.4% |
| YTD | +6.7% | +0.2% | +6.4% | +3.8% |
| 1Y | -3.6% | +20.4% | -24.1% | -11.1% |
| 3Y | +75.1% | -32.1% | +107.2% | +76.0% |
| 5Y | +108.9% | -67.2% | +176.1% | +152.5% |
| 10Y | +586.2% | +31.7% | +554.4% | +436.5% |
| All | +16,976.0% | +1,685.7% | +15,290.3% | +6,241.6% |
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