+1,273.3%
D vs EL
+1,792.3%
-519.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.9% |
| 7D | +3.0% | +0.8% | +2.2% | +2.8% |
| 30D | +11.5% | +16.5% | -5.0% | +8.7% |
| 3M | +3.7% | +29.2% | -25.4% | -1.0% |
| 6M | +13.5% | +27.9% | -14.4% | +8.1% |
| YTD | +20.7% | +6.2% | +14.5% | +17.3% |
| 1Y | +18.2% | +27.2% | -8.9% | +11.1% |
| 3Y | +73.3% | +3.2% | +70.1% | +62.8% |
| 5Y | +12.3% | -66.0% | +78.2% | +26.1% |
| 10Y | +43.4% | +58.3% | -14.9% | +20.4% |
| All | +1,273.3% | +1,792.3% | -519.0% | +701.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling