-51.3%
IT vs EL
-30.9%
-20.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.1% | -5.3% | -7.1% |
| 7D | -9.1% | +1.7% | -10.8% | -9.4% |
| 30D | -7.0% | +15.5% | -22.5% | -9.3% |
| 3M | +7.6% | +20.6% | -12.9% | +4.3% |
| 6M | +2.1% | +10.5% | -8.3% | -0.3% |
| YTD | -31.6% | -1.9% | -29.7% | -32.3% |
| 1Y | -29.9% | +16.1% | -46.0% | -32.6% |
| 3Y | -51.3% | -30.2% | -21.0% | -52.2% |
| All | -51.3% | -30.9% | -20.3% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling