+92.7%
EL vs USFR
+28.6%
+64.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +7.6% | +0.1% | +7.5% | +7.5% |
| 30D | +15.7% | +0.4% | +15.3% | +15.3% |
| 3M | +30.5% | +1.1% | +29.5% | +29.3% |
| 6M | +32.5% | +2.1% | +30.5% | +30.1% |
| YTD | +9.4% | +3.4% | +6.0% | +6.1% |
| 1Y | +28.4% | +4.1% | +24.3% | +23.7% |
| 3Y | +4.4% | +14.4% | -10.0% | -7.8% |
| 5Y | -64.5% | +21.4% | -85.9% | -70.4% |
| 10Y | +64.9% | +28.5% | +36.4% | +30.7% |
| All | +92.7% | +28.6% | +64.2% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling