+3.2%
EXC vs EL
+30.3%
-27.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | +0.1% |
| 7D | -1.7% | +8.0% | -9.7% | -1.7% |
| 30D | +9.3% | +15.4% | -6.1% | +9.4% |
| 3M | +1.0% | +28.5% | -27.5% | +1.2% |
| 6M | +5.9% | +32.2% | -26.3% | +6.1% |
| YTD | +7.6% | +9.2% | -1.6% | +6.4% |
| All | +3.2% | +30.3% | -27.1% | +1.5% |
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