+1,218.0%
D vs EL
+1,685.7%
-467.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.9% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | -3.6% | +19.8% | -23.4% | -6.7% |
| 3M | -1.0% | +25.7% | -26.7% | -5.1% |
| 6M | +6.3% | +5.4% | +0.8% | +4.2% |
| YTD | +14.7% | +0.2% | +14.5% | +12.7% |
| 1Y | +16.9% | +20.4% | -3.5% | +10.7% |
| 3Y | +56.8% | -32.1% | +88.9% | +58.3% |
| 5Y | +5.2% | -67.2% | +72.4% | +18.8% |
| 10Y | +35.9% | +31.7% | +4.1% | +17.7% |
| All | +1,218.0% | +1,685.7% | -467.7% | +677.8% |
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