+31.1%
P vs EL
+21.9%
+9.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.5% |
| 7D | +17.8% | +2.7% | +15.2% | +17.6% |
| 30D | -29.9% | +10.8% | -40.7% | -30.0% |
| 3M | -1.2% | +26.5% | -27.6% | -2.4% |
| 6M | +32.1% | +31.1% | +1.0% | +28.9% |
| YTD | +64.3% | +6.6% | +57.7% | +63.2% |
| All | +31.1% | +21.9% | +9.2% | +24.5% |
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