+35.7%
ET vs EL
+12.1%
+23.6%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.7% |
| 7D | +0.6% | -2.4% | +3.0% | +0.6% |
| 30D | +5.3% | +13.7% | -8.4% | +6.0% |
| 3M | +15.6% | +14.5% | +1.2% | +16.5% |
| 6M | +20.6% | +7.4% | +13.2% | +22.3% |
| YTD | +38.5% | -4.7% | +43.2% | +41.0% |
| 1Y | +35.7% | +12.9% | +22.8% | +37.8% |
| All | +35.7% | +12.1% | +23.6% | +37.8% |
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