+595.2%
EL vs BG
+1,185.2%
-590.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -3.1% |
| 7D | +1.7% | +2.4% | -0.7% | +1.1% |
| 30D | +15.5% | +15.0% | +0.5% | +11.5% |
| 3M | +20.6% | -0.7% | +21.2% | +20.0% |
| 6M | +10.5% | +7.5% | +3.0% | +7.3% |
| YTD | -1.9% | +41.6% | -43.5% | -10.7% |
| 1Y | +16.1% | +50.7% | -34.6% | +3.8% |
| 3Y | -30.2% | +20.3% | -50.5% | -34.7% |
| 5Y | -67.4% | +85.2% | -152.6% | -72.7% |
| 10Y | +31.2% | +160.6% | -129.4% | -2.9% |
| All | +595.2% | +1,185.2% | -590.1% | +350.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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