+3,214.7%
MAR vs EL
+844.7%
+2,369.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +1.0% | +0.3% | +0.8% | +0.9% |
| 30D | +16.2% | +12.3% | +3.9% | +10.9% |
| 3M | +23.1% | +28.4% | -5.4% | +10.6% |
| 6M | +22.0% | +36.7% | -14.8% | +6.2% |
| YTD | +39.2% | +8.4% | +30.8% | +29.3% |
| 1Y | +48.3% | +25.4% | +22.8% | +29.6% |
| 3Y | +123.4% | +3.4% | +119.9% | +92.8% |
| 5Y | +185.4% | -64.8% | +250.1% | +274.8% |
| 10Y | +539.2% | +63.0% | +476.2% | +334.6% |
| All | +3,214.7% | +844.7% | +2,369.9% | +922.7% |
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 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