-6.5%
IR vs EL
+15.2%
-21.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | +0.6% | +1.7% | -1.1% | +0.3% |
| 30D | -13.6% | +15.5% | -29.1% | -16.1% |
| 3M | +3.7% | +20.6% | -16.9% | -0.3% |
| 6M | -13.1% | +10.5% | -23.5% | -15.9% |
| YTD | -5.1% | -1.9% | -3.2% | -7.3% |
| 1Y | -6.5% | +16.1% | -22.5% | -11.2% |
| All | -6.5% | +15.2% | -21.6% | -11.2% |
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