+508.4%
EL vs MKTX
+1,445.7%
-937.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +15.5% | +1.0% | +14.5% | +15.3% |
| 3M | +20.6% | +41.3% | -20.7% | +11.7% |
| 6M | +10.5% | -11.3% | +21.8% | +12.0% |
| YTD | -1.9% | -8.6% | +6.7% | -1.3% |
| 1Y | +16.1% | -11.1% | +27.1% | +17.1% |
| 3Y | -30.2% | -24.5% | -5.7% | -28.8% |
| 5Y | -67.4% | -61.4% | -6.0% | -62.5% |
| 10Y | +31.2% | +6.8% | +24.4% | +21.2% |
| All | +508.4% | +1,445.7% | -937.2% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling