-52.4%
IT vs EL
+1.5%
-53.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | 0.0% |
| 7D | -18.8% | +8.0% | -26.8% | -19.9% |
| 30D | -0.1% | +15.4% | -15.5% | -2.6% |
| 3M | +2.9% | +28.5% | -25.6% | -1.8% |
| 6M | +20.4% | +32.2% | -11.8% | +14.1% |
| YTD | -24.3% | +9.2% | -33.5% | -26.6% |
| 1Y | -17.2% | +30.8% | -47.9% | -22.1% |
| 3Y | -52.4% | +3.7% | -56.1% | -56.2% |
| All | -52.4% | +1.5% | -53.9% | -56.2% |
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