+3,207.6%
MAR vs EL
+854.0%
+2,353.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | +2.9% | +7.6% | -4.8% | 0.0% |
| 30D | +17.0% | +15.7% | +1.4% | +10.4% |
| 3M | +23.2% | +30.5% | -7.4% | +10.0% |
| 6M | +21.7% | +32.5% | -10.8% | +7.2% |
| YTD | +38.9% | +9.4% | +29.4% | +28.6% |
| 1Y | +48.7% | +28.4% | +20.3% | +28.8% |
| 3Y | +122.9% | +4.4% | +118.5% | +91.7% |
| 5Y | +177.5% | -64.5% | +242.0% | +263.4% |
| 10Y | +537.5% | +64.9% | +472.7% | +331.6% |
| All | +3,207.6% | +854.0% | +2,353.6% | +916.8% |
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