+238.6%
P vs EL
-66.1%
+304.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.9% |
| 7D | -23.8% | +0.8% | -24.6% | -23.8% |
| 30D | -36.6% | +16.5% | -53.2% | -39.2% |
| 3M | +10.9% | +29.2% | -18.3% | +2.3% |
| 6M | +30.0% | +27.9% | +2.1% | +19.4% |
| YTD | +44.4% | +6.2% | +38.2% | +37.8% |
| 1Y | +3.9% | +27.2% | -23.2% | -6.8% |
| 3Y | +176.6% | +3.2% | +173.4% | +140.7% |
| All | +238.6% | -66.1% | +304.8% | +397.8% |
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 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