+962.1%
IT vs EL
+1,685.7%
-723.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.0% | -7.6% | -5.6% |
| 7D | -6.0% | +0.8% | -6.8% | -6.3% |
| 30D | 0.0% | +19.8% | -19.8% | -6.0% |
| 3M | +13.1% | +25.7% | -12.6% | +4.7% |
| 6M | +11.7% | +5.4% | +6.2% | +8.1% |
| YTD | -26.1% | +0.2% | -26.3% | -28.1% |
| 1Y | -21.3% | +20.4% | -41.7% | -28.5% |
| 3Y | -46.7% | -32.1% | -14.6% | -45.7% |
| 5Y | -40.5% | -67.2% | +26.7% | -23.0% |
| 10Y | +103.9% | +31.7% | +72.1% | +61.6% |
| All | +962.1% | +1,685.7% | -723.7% | +231.9% |
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