+1,027.6%
FIX vs EL
-65.2%
+1,092.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +9.4% | +1.5% | +7.9% | +9.1% |
| 30D | -27.8% | +10.0% | -37.8% | -29.3% |
| 3M | -35.6% | +28.4% | -64.0% | -39.2% |
| 6M | -45.2% | +37.1% | -82.3% | -49.3% |
| YTD | +19.5% | +7.8% | +11.6% | +14.7% |
| 1Y | +24.2% | +26.0% | -1.8% | +14.8% |
| 3Y | +494.2% | +3.8% | +490.3% | +433.7% |
| All | +1,027.6% | -65.2% | +1,092.8% | +1,426.7% |
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