+38.1%
O vs EL
+3.8%
+34.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | +3.7% | +0.8% | +2.9% | +3.6% |
| 30D | +11.2% | +16.5% | -5.3% | +9.9% |
| 3M | -4.0% | +29.2% | -33.2% | -5.9% |
| 6M | -5.2% | +27.9% | -33.1% | -7.2% |
| YTD | +9.5% | +6.2% | +3.3% | +8.2% |
| 1Y | +10.6% | +27.2% | -16.6% | +7.4% |
| 3Y | +38.1% | +3.2% | +34.9% | +30.3% |
| All | +38.1% | +3.8% | +34.3% | +30.3% |
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