-15.8%
F vs EL
-66.1%
+50.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.4% |
| 7D | +1.6% | +0.8% | +0.8% | +1.2% |
| 30D | +2.6% | +16.5% | -13.9% | -2.1% |
| 3M | -8.8% | +29.2% | -38.0% | -16.0% |
| 6M | +4.6% | +27.9% | -23.3% | -3.7% |
| YTD | -1.9% | +6.2% | -8.1% | -6.1% |
| 1Y | -0.8% | +27.2% | -27.9% | -10.3% |
| 3Y | +43.5% | +3.2% | +40.3% | +28.1% |
| All | -15.8% | -66.1% | +50.3% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling