+427.7%
EL vs BR
+1,286.0%
-858.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -0.9% |
| 7D | +1.7% | -5.9% | +7.6% | +4.7% |
| 30D | +15.5% | +1.9% | +13.6% | +14.4% |
| 3M | +20.6% | +14.7% | +5.9% | +12.4% |
| 6M | +10.5% | -12.8% | +23.2% | +17.4% |
| YTD | -1.9% | -23.0% | +21.2% | +9.8% |
| 1Y | +16.1% | -31.7% | +47.8% | +37.7% |
| 3Y | -30.2% | -4.8% | -25.5% | -30.0% |
| 5Y | -67.4% | +7.8% | -75.2% | -69.4% |
| 10Y | +31.2% | +184.1% | -152.8% | -21.9% |
| All | +427.7% | +1,286.0% | -858.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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