+291.3%
IR vs EL
+25.8%
+265.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.2% |
| 7D | -2.8% | +0.8% | -3.6% | -3.1% |
| 30D | -15.1% | +19.8% | -35.0% | -20.9% |
| 3M | +6.1% | +25.7% | -19.6% | -3.1% |
| 6M | -16.8% | +5.4% | -22.3% | -19.9% |
| YTD | -3.5% | +0.2% | -3.8% | -6.6% |
| 1Y | -3.5% | +20.4% | -23.9% | -13.6% |
| 3Y | +9.5% | -32.1% | +41.6% | +14.2% |
| 5Y | +45.1% | -67.2% | +112.3% | +111.8% |
| All | +291.3% | +25.8% | +265.5% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling