+83.6%
ET vs EL
+1.5%
+82.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.8% |
| 7D | -4.4% | +8.0% | -12.4% | -4.8% |
| 30D | -4.8% | +15.4% | -20.2% | -5.5% |
| 3M | -3.4% | +28.5% | -32.0% | -4.9% |
| 6M | +2.2% | +32.2% | -30.0% | +0.4% |
| YTD | +24.2% | +9.2% | +15.0% | +23.5% |
| 1Y | +24.5% | +30.8% | -6.3% | +21.4% |
| 3Y | +83.6% | +3.7% | +79.9% | +74.6% |
| All | +83.6% | +1.5% | +82.1% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling