+14.9%
O vs EL
-67.1%
+82.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.1% |
| 7D | -0.7% | +0.8% | -1.5% | -0.8% |
| 30D | -1.9% | +19.8% | -21.7% | -4.1% |
| 3M | +3.8% | +25.7% | -21.9% | +0.9% |
| 6M | -4.7% | +5.4% | -10.2% | -5.8% |
| YTD | +12.5% | +0.2% | +12.3% | +11.2% |
| 1Y | +10.8% | +20.4% | -9.6% | +6.6% |
| 3Y | +28.8% | -32.1% | +60.9% | +33.1% |
| All | +14.9% | -67.1% | +82.1% | +37.3% |
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 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