+1,588.2%
ED vs EL
+1,792.3%
-204.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.6% |
| 7D | +1.6% | +0.8% | +0.9% | +1.5% |
| 30D | +13.3% | +16.5% | -3.2% | +11.3% |
| 3M | +9.7% | +29.2% | -19.5% | +6.1% |
| 6M | +12.8% | +27.9% | -15.1% | +9.0% |
| YTD | +22.3% | +6.2% | +16.1% | +19.8% |
| 1Y | +26.3% | +27.2% | -0.9% | +20.8% |
| 3Y | +45.0% | +3.2% | +41.8% | +38.6% |
| 5Y | +80.2% | -66.0% | +146.2% | +97.4% |
| 10Y | +129.9% | +58.3% | +71.5% | +101.1% |
| All | +1,588.2% | +1,792.3% | -204.2% | +1,033.4% |
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