+87.6%
PL vs EL
+17.6%
+70.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -1.6% |
| 7D | -9.3% | +0.8% | -10.1% | -9.4% |
| 30D | -18.9% | +19.8% | -38.8% | -20.5% |
| 3M | -58.4% | +25.7% | -84.1% | -59.4% |
| 6M | -30.3% | +5.4% | -35.8% | -30.8% |
| YTD | -8.1% | +0.2% | -8.3% | -9.2% |
| All | +87.6% | +17.6% | +70.0% | +76.3% |
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