+95.8%
NI vs EL
-68.4%
+164.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.3% |
| 7D | +1.3% | -2.4% | +3.6% | +1.4% |
| 30D | -0.3% | +13.7% | -13.9% | -1.5% |
| 3M | -9.5% | +14.5% | -23.9% | -10.7% |
| 6M | -10.2% | +7.4% | -17.6% | -11.2% |
| YTD | +1.8% | -4.7% | +6.5% | +1.5% |
| 1Y | +5.7% | +12.9% | -7.3% | +3.3% |
| 3Y | +69.6% | -32.2% | +101.9% | +73.4% |
| 5Y | +95.8% | -68.4% | +164.2% | +117.8% |
| All | +95.8% | -68.4% | +164.1% | +117.8% |
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 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