-8.8%
IT vs EL
+25.6%
-34.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.9% | +0.2% |
| 7D | -5.5% | +2.5% | -8.0% | -6.0% |
| 30D | +10.3% | +20.1% | -9.7% | +6.3% |
| 3M | +11.5% | +29.3% | -17.7% | +5.4% |
| 6M | +40.3% | +38.8% | +1.5% | +30.6% |
| YTD | -17.9% | +8.1% | -26.0% | -19.8% |
| 1Y | -8.8% | +22.3% | -31.1% | -12.0% |
| All | -8.8% | +25.6% | -34.4% | -12.0% |
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 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