+7,328.4%
EW vs EL
+517.8%
+6,810.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | +11.0% | +0.8% | +10.2% | +10.8% |
| 30D | +19.1% | +16.5% | +2.5% | +14.9% |
| 3M | +14.4% | +29.2% | -14.8% | +7.4% |
| 6M | +22.8% | +27.9% | -5.1% | +15.0% |
| YTD | +19.8% | +6.2% | +13.6% | +15.6% |
| 1Y | +23.9% | +27.2% | -3.3% | +14.4% |
| 3Y | +52.2% | +3.2% | +49.0% | +40.2% |
| 5Y | -13.9% | -66.0% | +52.1% | +2.7% |
| 10Y | +241.9% | +58.3% | +183.5% | +189.2% |
| All | +7,328.4% | +517.8% | +6,810.6% | +4,669.4% |
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