-26.3%
EW vs EL
-67.1%
+40.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.4% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +1.0% | +19.8% | -18.8% | -2.6% |
| 3M | +2.8% | +25.7% | -22.9% | -1.9% |
| 6M | +5.5% | +5.4% | 0.0% | +3.4% |
| YTD | +5.5% | +0.2% | +5.2% | +3.7% |
| 1Y | +11.0% | +20.4% | -9.4% | +4.6% |
| 3Y | +17.7% | -32.1% | +49.8% | +24.8% |
| All | -26.3% | -67.1% | +40.8% | +3.9% |
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