-1.6%
F vs EL
+30.3%
-31.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | 0.0% |
| 7D | -0.6% | +8.0% | -8.6% | -2.4% |
| 30D | +2.9% | +15.4% | -12.5% | -0.7% |
| 3M | -9.5% | +28.5% | -38.0% | -15.1% |
| 6M | +4.0% | +32.2% | -28.2% | -3.7% |
| YTD | -1.3% | +9.2% | -10.5% | -7.1% |
| All | -1.6% | +30.3% | -31.8% | -10.8% |
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