-30.2%
EL vs USFR
+14.0%
-44.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | +15.5% | +0.3% | +15.2% | +14.6% |
| 3M | +20.6% | +1.0% | +19.6% | +17.8% |
| 6M | +10.5% | +1.9% | +8.5% | +5.5% |
| YTD | -1.9% | +2.7% | -4.5% | -8.2% |
| 1Y | +16.1% | +4.0% | +12.1% | +3.4% |
| 3Y | -30.2% | +14.0% | -44.3% | -52.9% |
| All | -30.2% | +14.0% | -44.3% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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