+420.4%
FIX vs EL
+1.5%
+418.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.9% | -7.7% | -11.1% |
| 7D | -27.2% | -1.1% | -26.2% | -27.2% |
| 30D | -46.9% | +15.3% | -62.2% | -48.1% |
| 3M | -44.4% | +24.2% | -68.6% | -46.5% |
| 6M | -50.9% | +30.9% | -81.8% | -53.3% |
| YTD | +3.5% | +3.9% | -0.3% | +1.0% |
| 1Y | -2.1% | +19.9% | -22.0% | -7.2% |
| All | +420.4% | +1.5% | +418.9% | +347.8% |
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