+0.7%
PL vs EL
+22.5%
-21.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.1% | +10.2% |
| 7D | -6.8% | +0.8% | -7.6% | -6.8% |
| 30D | -29.3% | +16.5% | -45.8% | -29.9% |
| 3M | -44.8% | +29.2% | -73.9% | -45.5% |
| 6M | -68.4% | +27.9% | -96.3% | -68.8% |
| YTD | -36.4% | +6.2% | -42.6% | -34.8% |
| 1Y | +0.7% | +27.2% | -26.4% | -6.4% |
| All | +0.7% | +22.5% | -21.8% | -6.4% |
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