+238.2%
ET vs EL
-67.4%
+305.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +0.4% | +1.7% | -1.3% | +0.2% |
| 30D | +6.9% | +15.5% | -8.6% | +5.1% |
| 3M | +13.1% | +20.6% | -7.5% | +10.6% |
| 6M | +18.7% | +10.5% | +8.2% | +16.9% |
| YTD | +37.4% | -1.9% | +39.3% | +36.7% |
| 1Y | +34.8% | +16.1% | +18.7% | +30.5% |
| 3Y | +96.8% | -30.2% | +127.0% | +98.7% |
| 5Y | +238.2% | -67.4% | +305.6% | +297.8% |
| All | +238.2% | -67.4% | +305.6% | +297.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling