+30.5%
DOW vs EL
+11.6%
+18.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | -2.4% | -4.4% | +2.0% | -2.3% |
| 30D | -4.1% | +10.3% | -14.4% | -4.5% |
| 3M | -12.4% | +13.4% | -25.8% | -12.8% |
| 6M | -10.6% | +3.1% | -13.7% | -8.1% |
| YTD | +31.1% | -6.9% | +38.0% | +37.5% |
| 1Y | +30.5% | +11.9% | +18.6% | +30.8% |
| All | +30.5% | +11.6% | +18.9% | +30.8% |
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 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