-16.6%
IT vs EL
+25.2%
-41.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.4% |
| 7D | -6.8% | +0.3% | -7.1% | -6.9% |
| 30D | -0.6% | +12.3% | -12.9% | -3.0% |
| 3M | +3.1% | +28.4% | -25.3% | -2.4% |
| 6M | +25.5% | +36.7% | -11.2% | +17.1% |
| YTD | -23.5% | +8.4% | -31.9% | -25.0% |
| 1Y | -16.6% | +25.4% | -42.1% | -19.2% |
| All | -16.6% | +25.2% | -41.8% | -19.2% |
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