+261.0%
F vs EL
+1,792.3%
-1,531.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.5% |
| 7D | +1.6% | +0.8% | +0.8% | +1.1% |
| 30D | +2.6% | +16.5% | -13.9% | -3.1% |
| 3M | -8.8% | +29.2% | -38.0% | -17.4% |
| 6M | +4.6% | +27.9% | -23.3% | -5.4% |
| YTD | -1.9% | +6.2% | -8.1% | -7.1% |
| 1Y | -0.8% | +27.2% | -27.9% | -12.2% |
| 3Y | +43.5% | +3.2% | +40.3% | +26.8% |
| 5Y | -12.1% | -66.0% | +53.9% | +15.3% |
| 10Y | +83.6% | +58.3% | +25.3% | +32.7% |
| All | +261.0% | +1,792.3% | -1,531.4% | +30.6% |
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 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