+7.8%
D vs EL
-67.1%
+74.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.7% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | -2.6% | +19.8% | -22.4% | -4.4% |
| 3M | 0.0% | +25.7% | -25.7% | -2.4% |
| 6M | +7.4% | +5.4% | +1.9% | +6.4% |
| YTD | +15.9% | +0.2% | +15.7% | +15.0% |
| 1Y | +18.1% | +20.4% | -2.3% | +14.3% |
| 3Y | +58.4% | -32.1% | +90.5% | +60.3% |
| All | +7.8% | -67.1% | +74.9% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling