+1,381.0%
NET vs EL
-37.2%
+1,418.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -5.1% |
| 7D | -16.4% | +2.5% | -18.9% | -17.3% |
| 30D | -25.8% | +20.1% | -45.9% | -31.5% |
| 3M | -11.5% | +29.3% | -40.8% | -21.6% |
| 6M | +18.9% | +38.8% | -19.8% | +0.4% |
| YTD | +35.2% | +8.1% | +27.1% | +23.3% |
| 1Y | +14.5% | +22.3% | -7.9% | -2.1% |
| 3Y | +313.8% | +6.7% | +307.1% | +233.2% |
| 5Y | +32.6% | -64.4% | +96.9% | +113.8% |
| All | +1,381.0% | -37.2% | +1,418.2% | +1,825.4% |
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