-14.6%
EW vs EL
-66.1%
+51.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | +11.0% | +0.8% | +10.2% | +10.8% |
| 30D | +19.1% | +16.5% | +2.5% | +15.6% |
| 3M | +14.4% | +29.2% | -14.8% | +8.6% |
| 6M | +22.8% | +27.9% | -5.1% | +16.3% |
| YTD | +19.8% | +6.2% | +13.6% | +16.3% |
| 1Y | +23.9% | +27.2% | -3.3% | +15.9% |
| 3Y | +52.2% | +3.2% | +49.0% | +42.2% |
| All | -14.6% | -66.1% | +51.6% | +21.4% |
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 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