+32.6%
NET vs EL
-64.6%
+97.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -5.2% |
| 7D | -16.4% | +2.5% | -18.9% | -17.3% |
| 30D | -25.8% | +20.1% | -45.9% | -31.6% |
| 3M | -11.5% | +29.3% | -40.8% | -21.9% |
| 6M | +18.9% | +38.8% | -19.8% | -0.2% |
| YTD | +35.2% | +8.1% | +27.1% | +23.0% |
| 1Y | +14.5% | +22.3% | -7.9% | -2.9% |
| 3Y | +313.8% | +6.7% | +307.1% | +220.4% |
| 5Y | +32.6% | -64.4% | +96.9% | +188.1% |
| All | +32.6% | -64.6% | +97.2% | +188.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling