+180.9%
P vs EL
+3.4%
+177.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | -13.3% | +7.6% | -20.9% | -14.5% |
| 30D | -34.0% | +15.7% | -49.7% | -35.9% |
| 3M | +4.1% | +30.5% | -26.5% | -2.1% |
| 6M | +30.5% | +32.5% | -2.1% | +21.5% |
| YTD | +52.2% | +9.4% | +42.7% | +46.6% |
| 1Y | +10.3% | +28.4% | -18.1% | +1.4% |
| 3Y | +180.9% | +4.4% | +176.4% | +127.8% |
| All | +180.9% | +3.4% | +177.5% | +127.8% |
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