-66.0%
EL vs M
-11.5%
-54.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +3.7% |
| 7D | +0.8% | -4.3% | +5.0% | +2.1% |
| 30D | +16.5% | +1.3% | +15.3% | +15.9% |
| 3M | +29.2% | -7.4% | +36.5% | +32.0% |
| 6M | +27.9% | +18.3% | +9.6% | +20.4% |
| YTD | +6.2% | +7.6% | -1.4% | +2.5% |
| 1Y | +27.2% | +17.4% | +9.8% | +19.2% |
| 3Y | +3.2% | +108.4% | -105.1% | -23.3% |
| All | -66.0% | -11.5% | -54.5% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling