+26.4%
MAR vs EL
+11.6%
+14.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -2.1% | -4.4% | +2.3% | -1.5% |
| 30D | -5.7% | +10.3% | -15.9% | -7.0% |
| 3M | -14.6% | +13.4% | -28.0% | -16.2% |
| 6M | +1.3% | +3.1% | -1.7% | -0.4% |
| YTD | +6.7% | -6.9% | +13.6% | +5.6% |
| 1Y | +26.4% | +11.9% | +14.5% | +21.7% |
| All | +26.4% | +11.6% | +14.8% | +21.7% |
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