+999.6%
IT vs EL
+1,831.4%
-831.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.5% |
| 7D | -6.8% | +0.3% | -7.1% | -7.0% |
| 30D | -0.6% | +12.3% | -12.9% | -4.3% |
| 3M | +3.1% | +28.4% | -25.3% | -5.5% |
| 6M | +25.5% | +36.7% | -11.2% | +12.3% |
| YTD | -23.5% | +8.4% | -31.9% | -27.6% |
| 1Y | -16.6% | +25.4% | -42.1% | -25.1% |
| 3Y | -53.1% | +3.4% | -56.5% | -58.3% |
| 5Y | -41.4% | -64.8% | +23.3% | -26.1% |
| 10Y | +90.9% | +63.0% | +28.0% | +41.1% |
| All | +999.6% | +1,831.4% | -831.8% | +234.0% |
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 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