+62.1%
D vs EL
-31.7%
+93.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.6% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | -2.6% | +19.8% | -22.4% | -4.0% |
| 3M | 0.0% | +25.7% | -25.7% | -1.9% |
| 6M | +7.4% | +5.4% | +1.9% | +6.8% |
| YTD | +15.9% | +0.2% | +15.7% | +15.3% |
| 1Y | +18.1% | +20.4% | -2.3% | +14.8% |
| All | +62.1% | -31.7% | +93.7% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling