+11.7%
D vs EL
-65.2%
+76.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -1.4% | +1.5% | -2.9% | -1.5% |
| 30D | +7.7% | +10.0% | -2.3% | +6.7% |
| 3M | -0.3% | +28.4% | -28.7% | -2.9% |
| 6M | +10.1% | +37.1% | -27.0% | +6.3% |
| YTD | +19.1% | +7.8% | +11.2% | +17.2% |
| 1Y | +15.9% | +26.0% | -10.1% | +11.8% |
| 3Y | +75.0% | +3.8% | +71.2% | +68.1% |
| All | +11.7% | -65.2% | +76.9% | +23.2% |
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