+1,427.7%
ED vs EL
+1,685.7%
-258.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.7% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | -0.1% | +19.8% | -20.0% | -2.4% |
| 3M | +3.9% | +25.7% | -21.8% | +0.9% |
| 6M | -3.0% | +5.4% | -8.5% | -4.4% |
| YTD | +10.7% | +0.2% | +10.5% | +9.3% |
| 1Y | +13.3% | +20.4% | -7.1% | +9.0% |
| 3Y | +34.5% | -32.1% | +66.6% | +35.7% |
| 5Y | +67.1% | -67.2% | +134.3% | +83.8% |
| 10Y | +103.0% | +31.7% | +71.3% | +81.9% |
| All | +1,427.7% | +1,685.7% | -258.0% | +934.0% |
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