+1,286.7%
EXC vs EL
+1,685.7%
-399.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -1.6% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | -3.7% | +19.8% | -23.6% | -7.3% |
| 3M | -1.3% | +25.7% | -27.0% | -6.0% |
| 6M | -9.7% | +5.4% | -15.2% | -11.8% |
| YTD | +2.9% | +0.2% | +2.7% | +0.7% |
| 1Y | +4.4% | +20.4% | -16.1% | -2.1% |
| 3Y | +22.2% | -32.1% | +54.3% | +23.5% |
| 5Y | +46.7% | -67.2% | +113.9% | +70.4% |
| 10Y | +155.3% | +31.7% | +123.6% | +116.1% |
| All | +1,286.7% | +1,685.7% | -399.1% | +662.9% |
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 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