+30.9%
ET vs EL
+14.8%
+16.2%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.4% |
| 7D | +0.9% | +0.8% | +0.1% | +0.9% |
| 30D | +7.5% | +19.8% | -12.4% | +8.4% |
| 3M | +11.4% | +25.7% | -14.3% | +12.7% |
| 6M | +18.5% | +5.4% | +13.1% | +20.5% |
| YTD | +37.4% | +0.2% | +37.2% | +40.1% |
| 1Y | +30.9% | +20.4% | +10.5% | +33.5% |
| All | +30.9% | +14.8% | +16.2% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling