+16.9%
D vs EL
+30.3%
-13.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.5% |
| 7D | +0.8% | +8.0% | -7.2% | +0.7% |
| 30D | +10.7% | +15.4% | -4.7% | +10.7% |
| 3M | +2.3% | +28.5% | -26.2% | +2.5% |
| 6M | +12.5% | +32.2% | -19.7% | +13.0% |
| YTD | +20.1% | +9.2% | +10.9% | +20.5% |
| All | +16.9% | +30.3% | -13.4% | +15.9% |
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