+948.1%
FIX vs EL
-66.1%
+1,014.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +5.0% |
| 7D | -17.5% | +0.8% | -18.2% | -17.7% |
| 30D | -41.6% | +16.5% | -58.1% | -43.5% |
| 3M | -40.6% | +29.2% | -69.8% | -44.1% |
| 6M | -49.4% | +27.9% | -77.3% | -52.5% |
| YTD | +9.2% | +6.2% | +3.0% | +5.1% |
| 1Y | +6.5% | +27.2% | -20.7% | -1.9% |
| 3Y | +448.7% | +3.2% | +445.5% | +392.6% |
| All | +948.1% | -66.1% | +1,014.2% | +1,327.7% |
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