+327.1%
NET vs EL
-31.7%
+358.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -2.6% |
| 7D | -7.0% | +0.8% | -7.8% | -7.1% |
| 30D | -4.8% | +19.8% | -24.6% | -8.4% |
| 3M | +3.8% | +25.7% | -21.9% | -1.2% |
| 6M | +50.0% | +5.4% | +44.6% | +46.9% |
| YTD | +41.5% | +0.2% | +41.3% | +38.5% |
| 1Y | +32.8% | +20.4% | +12.4% | +23.1% |
| All | +327.1% | -31.7% | +358.8% | +391.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling