+526.5%
P vs EL
+55.8%
+470.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.8% |
| 7D | -4.7% | +0.3% | -5.0% | -4.5% |
| 30D | -31.4% | +12.3% | -43.7% | -34.5% |
| 3M | -2.6% | +28.4% | -31.0% | -12.9% |
| 6M | +21.9% | +36.7% | -14.8% | +5.5% |
| YTD | +58.9% | +8.4% | +50.5% | +46.9% |
| 1Y | +21.7% | +25.4% | -3.7% | +5.2% |
| 3Y | +193.3% | +3.4% | +189.9% | +148.5% |
| 5Y | +275.1% | -64.8% | +339.9% | +448.9% |
| 10Y | +655.3% | +63.0% | +592.3% | +389.8% |
| All | +526.5% | +55.8% | +470.7% | +339.0% |
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 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