+67.0%
MAR vs EL
-32.9%
+99.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | -0.5% | -2.4% | +1.9% | -0.1% |
| 30D | -4.7% | +13.7% | -18.3% | -6.9% |
| 3M | -15.6% | +14.5% | -30.1% | -17.8% |
| 6M | +1.2% | +7.4% | -6.2% | -0.9% |
| YTD | +7.5% | -4.7% | +12.2% | +6.7% |
| 1Y | +26.6% | +12.9% | +13.7% | +21.3% |
| All | +67.0% | -32.9% | +99.9% | +69.3% |
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