+324.2%
F vs EL
+1,685.7%
-1,361.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.4% |
| 7D | +5.3% | +0.8% | +4.5% | +5.0% |
| 30D | +4.6% | +19.8% | -15.3% | -2.3% |
| 3M | -3.7% | +25.7% | -29.4% | -11.7% |
| 6M | +16.8% | +5.4% | +11.4% | +12.6% |
| YTD | +15.3% | +0.2% | +15.1% | +12.0% |
| 1Y | +31.0% | +20.4% | +10.6% | +18.0% |
| 3Y | +45.4% | -32.1% | +77.6% | +49.5% |
| 5Y | +54.7% | -67.2% | +121.8% | +105.7% |
| 10Y | +98.2% | +31.7% | +66.5% | +53.6% |
| All | +324.2% | +1,685.7% | -1,361.5% | +57.4% |
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