+73.3%
D vs EL
+3.8%
+69.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.7% |
| 7D | +3.0% | +0.8% | +2.2% | +2.9% |
| 30D | +11.5% | +16.5% | -5.0% | +10.2% |
| 3M | +3.7% | +29.2% | -25.4% | +1.6% |
| 6M | +13.5% | +27.9% | -14.4% | +11.2% |
| YTD | +20.7% | +6.2% | +14.5% | +19.6% |
| 1Y | +18.2% | +27.2% | -8.9% | +14.7% |
| 3Y | +73.3% | +3.2% | +70.1% | +62.5% |
| All | +73.3% | +3.8% | +69.5% | +62.5% |
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