+47.9%
DE vs EL
+14.8%
+33.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.3% |
| 7D | +10.0% | +0.8% | +9.2% | +10.0% |
| 30D | +13.3% | +19.8% | -6.5% | +12.2% |
| 3M | +17.5% | +25.7% | -8.2% | +16.0% |
| 6M | +13.6% | +5.4% | +8.1% | +14.1% |
| YTD | +49.8% | +0.2% | +49.6% | +50.1% |
| 1Y | +47.9% | +20.4% | +27.4% | +44.7% |
| All | +47.9% | +14.8% | +33.1% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling