+18.5%
D vs EL
+17.6%
+0.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.4% |
| 7D | +1.5% | +0.8% | +0.7% | +1.5% |
| 30D | -2.6% | +19.8% | -22.4% | -2.4% |
| 3M | 0.0% | +25.7% | -25.7% | +0.3% |
| 6M | +7.4% | +5.4% | +1.9% | +8.1% |
| YTD | +15.9% | +0.2% | +15.7% | +16.5% |
| All | +18.5% | +17.6% | +0.9% | +18.7% |
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