+1,458.7%
ET vs EL
+633.0%
+825.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.5% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | +7.5% | +19.8% | -12.4% | +1.9% |
| 3M | +11.4% | +25.7% | -14.3% | +4.0% |
| 6M | +18.5% | +5.4% | +13.1% | +14.6% |
| YTD | +37.4% | +0.2% | +37.2% | +33.1% |
| 1Y | +30.9% | +20.4% | +10.5% | +19.3% |
| 3Y | +98.7% | -32.1% | +130.9% | +101.3% |
| 5Y | +230.7% | -67.2% | +297.9% | +313.5% |
| 10Y | +175.6% | +31.7% | +143.8% | +109.1% |
| All | +1,458.7% | +633.0% | +825.7% | +568.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling