+1,582.2%
EL vs M
+212.5%
+1,369.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.4% |
| 7D | +0.8% | +4.7% | -3.9% | -0.3% |
| 30D | +19.8% | -9.6% | +29.5% | +22.7% |
| 3M | +25.7% | +0.9% | +24.9% | +25.2% |
| 6M | +5.4% | +22.3% | -16.8% | +0.1% |
| YTD | +0.2% | +6.5% | -6.3% | -1.9% |
| 1Y | +20.4% | +38.8% | -18.3% | +10.5% |
| 3Y | -32.1% | +115.9% | -148.0% | -45.5% |
| 5Y | -67.2% | +28.6% | -95.8% | -72.0% |
| 10Y | +31.7% | -2.5% | +34.3% | -0.1% |
| All | +1,582.2% | +212.5% | +1,369.7% | +678.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling