+1,350.5%
EXC vs EL
+1,845.6%
-495.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.5% |
| 7D | -1.7% | +8.0% | -9.7% | -3.2% |
| 30D | +9.3% | +15.4% | -6.1% | +6.3% |
| 3M | +1.0% | +28.5% | -27.5% | -4.2% |
| 6M | +5.9% | +32.2% | -26.3% | -0.5% |
| YTD | +7.6% | +9.2% | -1.6% | +3.4% |
| 1Y | +2.4% | +30.8% | -28.4% | -5.3% |
| 3Y | +30.2% | +3.7% | +26.6% | +20.7% |
| 5Y | +41.4% | -64.8% | +106.1% | +62.0% |
| 10Y | +183.8% | +60.0% | +123.7% | +130.7% |
| All | +1,350.5% | +1,845.6% | -495.1% | +683.3% |
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