+7,515.3%
EW vs EL
+535.2%
+6,980.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.9% |
| 7D | +12.3% | +8.0% | +4.3% | +10.3% |
| 30D | +22.9% | +15.4% | +7.5% | +18.9% |
| 3M | +16.7% | +28.5% | -11.8% | +9.7% |
| 6M | +31.0% | +32.2% | -1.3% | +21.8% |
| YTD | +22.8% | +9.2% | +13.6% | +17.8% |
| 1Y | +25.6% | +30.8% | -5.2% | +15.2% |
| 3Y | +62.0% | +3.7% | +58.3% | +49.1% |
| 5Y | -12.8% | -64.8% | +52.0% | +3.3% |
| 10Y | +239.8% | +60.0% | +179.8% | +186.5% |
| All | +7,515.3% | +535.2% | +6,980.1% | +4,759.1% |
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