+3.4%
EXC vs EL
+25.6%
-22.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +1.6% |
| 7D | +3.3% | +2.5% | +0.8% | +3.3% |
| 30D | +13.3% | +20.1% | -6.8% | +13.4% |
| 3M | +1.8% | +29.3% | -27.4% | +2.0% |
| 6M | +1.1% | +38.8% | -37.7% | +1.4% |
| YTD | +9.0% | +8.1% | +0.9% | +7.7% |
| 1Y | +3.4% | +22.3% | -19.0% | +1.6% |
| All | +3.4% | +25.6% | -22.3% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling