+1,049.0%
FIX vs EL
-64.5%
+1,113.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -13.9% | +7.6% | -21.6% | -15.2% |
| 30D | -35.5% | +15.7% | -51.2% | -37.5% |
| 3M | -33.9% | +30.5% | -64.5% | -37.9% |
| 6M | -43.3% | +32.5% | -75.8% | -47.2% |
| YTD | +18.7% | +9.4% | +9.2% | +13.6% |
| 1Y | +13.8% | +28.4% | -14.6% | +4.8% |
| 3Y | +495.0% | +4.4% | +490.5% | +434.4% |
| 5Y | +1,049.0% | -64.5% | +1,113.5% | +1,446.0% |
| All | +1,049.0% | -64.5% | +1,113.6% | +1,446.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling