+449.6%
P vs EL
+49.3%
+400.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.9% | -12.5% | -14.9% |
| 7D | -31.9% | -1.1% | -30.8% | -31.5% |
| 30D | -36.5% | +15.3% | -51.8% | -40.0% |
| 3M | +11.6% | +24.2% | -12.6% | +1.0% |
| 6M | +25.2% | +30.9% | -5.7% | +9.8% |
| YTD | +39.4% | +3.9% | +35.6% | +30.9% |
| 1Y | -3.7% | +19.9% | -23.5% | -15.4% |
| 3Y | +167.3% | +2.5% | +164.8% | +125.9% |
| 5Y | +237.3% | -66.7% | +304.1% | +405.8% |
| 10Y | +698.6% | +54.9% | +643.8% | +427.1% |
| All | +449.6% | +49.3% | +400.3% | +291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling