+26.4%
P vs EL
+14.8%
+11.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.1% |
| 7D | +6.5% | +0.8% | +5.7% | +6.4% |
| 30D | +18.8% | +19.8% | -1.0% | +16.3% |
| 3M | +26.7% | +25.7% | +1.0% | +23.0% |
| 6M | +62.2% | +5.4% | +56.7% | +61.3% |
| YTD | +48.5% | +0.2% | +48.3% | +47.1% |
| 1Y | +26.4% | +20.4% | +6.0% | +16.0% |
| All | +26.4% | +14.8% | +11.6% | +16.0% |
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