+17.5%
P vs EL
+25.6%
-8.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.3% | -11.3% | -5.3% |
| 7D | -19.4% | +2.5% | -21.9% | -19.4% |
| 30D | -22.3% | +20.1% | -42.4% | -23.0% |
| 3M | +33.2% | +29.3% | +3.9% | +30.8% |
| 6M | +53.6% | +38.8% | +14.9% | +48.0% |
| YTD | +66.8% | +8.1% | +58.7% | +63.9% |
| 1Y | +17.5% | +22.3% | -4.8% | +11.0% |
| All | +17.5% | +25.6% | -8.1% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling