+14.5%
NET vs EL
+25.6%
-11.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -2.8% |
| 7D | -16.4% | +2.5% | -18.9% | -16.4% |
| 30D | -25.8% | +20.1% | -45.9% | -26.3% |
| 3M | -11.5% | +29.3% | -40.8% | -12.1% |
| 6M | +18.9% | +38.8% | -19.8% | +17.2% |
| YTD | +35.2% | +8.1% | +27.1% | +31.9% |
| 1Y | +14.5% | +22.3% | -7.9% | +5.9% |
| All | +14.5% | +25.6% | -11.2% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling