+2,628.3%
NDAQ vs EL
+760.7%
+1,867.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.3% |
| 7D | -0.1% | +8.0% | -8.1% | -2.7% |
| 30D | +15.9% | +15.4% | +0.4% | +10.2% |
| 3M | +15.1% | +28.5% | -13.4% | +4.7% |
| 6M | +22.9% | +32.2% | -9.3% | +10.1% |
| YTD | +12.8% | +9.2% | +3.7% | +5.7% |
| 1Y | +26.0% | +30.8% | -4.8% | +10.4% |
| 3Y | +119.7% | +3.7% | +116.0% | +91.8% |
| 5Y | +65.4% | -64.8% | +130.2% | +113.2% |
| 10Y | +469.3% | +60.0% | +409.3% | +266.2% |
| All | +2,628.3% | +760.7% | +1,867.6% | +753.8% |
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