+1,309.2%
ET vs EL
+698.7%
+610.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.2% |
| 7D | -4.4% | +8.0% | -12.4% | -6.4% |
| 30D | -4.8% | +15.4% | -20.2% | -8.5% |
| 3M | -3.4% | +28.5% | -32.0% | -10.4% |
| 6M | +2.2% | +32.2% | -30.0% | -6.7% |
| YTD | +24.2% | +9.2% | +15.0% | +17.2% |
| 1Y | +24.5% | +30.8% | -6.3% | +11.1% |
| 3Y | +83.6% | +3.7% | +79.9% | +63.6% |
| 5Y | +203.4% | -64.8% | +268.2% | +272.4% |
| 10Y | +166.5% | +60.0% | +106.5% | +90.3% |
| All | +1,309.2% | +698.7% | +610.5% | +488.3% |
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