+3.2%
EL vs M
+100.8%
-97.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +3.8% |
| 7D | +0.8% | -4.3% | +5.0% | +2.2% |
| 30D | +16.5% | +1.3% | +15.3% | +15.9% |
| 3M | +29.2% | -7.4% | +36.5% | +32.1% |
| 6M | +27.9% | +18.3% | +9.6% | +19.9% |
| YTD | +6.2% | +7.6% | -1.4% | +2.3% |
| 1Y | +27.2% | +17.4% | +9.8% | +18.6% |
| 3Y | +3.2% | +108.4% | -105.1% | -25.3% |
| All | +3.2% | +100.8% | -97.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling