+51.5%
FE vs EL
-31.7%
+83.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -0.7% |
| 7D | +1.9% | +0.8% | +1.1% | +1.9% |
| 30D | -1.2% | +19.8% | -21.0% | -1.9% |
| 3M | +3.5% | +25.7% | -22.2% | +2.5% |
| 6M | -6.1% | +5.4% | -11.5% | -6.4% |
| YTD | +7.6% | +0.2% | +7.4% | +7.2% |
| 1Y | +11.9% | +20.4% | -8.5% | +10.2% |
| All | +51.5% | -31.7% | +83.2% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling