+122.9%
FIX vs EL
+14.8%
+108.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.6% |
| 7D | +6.0% | +0.8% | +5.2% | +5.9% |
| 30D | -7.2% | +19.8% | -27.1% | -9.0% |
| 3M | -15.9% | +25.7% | -41.6% | -18.1% |
| 6M | +12.7% | +5.4% | +7.3% | +11.9% |
| YTD | +72.8% | +0.2% | +72.6% | +67.1% |
| 1Y | +122.9% | +20.4% | +102.5% | +107.3% |
| All | +122.9% | +14.8% | +108.1% | +107.3% |
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