-33.5%
EL vs MKTX
-25.2%
-8.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +10.3% | +0.8% | +9.4% | +10.2% |
| 3M | +13.4% | +41.1% | -27.8% | +9.2% |
| 6M | +3.1% | -9.5% | +12.6% | +3.8% |
| YTD | -6.9% | -8.7% | +1.8% | -6.4% |
| 1Y | +11.9% | -10.0% | +21.9% | +12.7% |
| All | -33.5% | -25.2% | -8.3% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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