+57.4%
MAR vs EL
+25.6%
+31.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.3% | +1.2% |
| 7D | +7.7% | +2.5% | +5.2% | +7.3% |
| 30D | +19.4% | +20.1% | -0.7% | +16.1% |
| 3M | +23.3% | +29.3% | -5.9% | +18.5% |
| 6M | +22.8% | +38.8% | -15.9% | +16.7% |
| YTD | +37.8% | +8.1% | +29.7% | +33.3% |
| 1Y | +57.4% | +22.3% | +35.0% | +50.5% |
| All | +57.4% | +25.6% | +31.7% | +50.5% |
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