-3.5%
F vs EL
+25.2%
-28.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | 0.0% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +3.3% | +12.3% | -9.0% | +0.4% |
| 3M | -11.3% | +28.4% | -39.7% | -16.8% |
| 6M | +5.3% | +36.7% | -31.4% | -3.1% |
| YTD | -2.2% | +8.4% | -10.6% | -7.8% |
| 1Y | -3.5% | +25.4% | -29.0% | -12.8% |
| All | -3.5% | +25.2% | -28.7% | -12.8% |
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