+2,498.9%
MAR vs EL
+773.5%
+1,725.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -1.0% |
| 7D | -4.2% | +0.8% | -4.9% | -4.5% |
| 30D | -6.7% | +19.8% | -26.5% | -13.5% |
| 3M | -12.5% | +25.7% | -38.2% | -20.5% |
| 6M | +0.6% | +5.4% | -4.9% | -3.7% |
| YTD | +9.1% | +0.2% | +8.9% | +5.0% |
| 1Y | +26.2% | +20.4% | +5.8% | +11.6% |
| 3Y | +68.2% | -32.1% | +100.3% | +71.1% |
| 5Y | +163.9% | -67.2% | +231.1% | +256.8% |
| 10Y | +420.6% | +31.7% | +388.8% | +286.2% |
| All | +2,498.9% | +773.5% | +1,725.4% | +730.0% |
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