+455.3%
PL vs EL
+3.8%
+451.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.1% | +9.8% |
| 7D | -6.8% | +0.8% | -7.6% | -7.0% |
| 30D | -29.3% | +16.5% | -45.8% | -32.0% |
| 3M | -44.8% | +29.2% | -73.9% | -48.5% |
| 6M | -68.4% | +27.9% | -96.3% | -70.6% |
| YTD | -36.4% | +6.2% | -42.6% | -38.9% |
| 1Y | +0.7% | +27.2% | -26.4% | -9.3% |
| 3Y | +455.3% | +3.2% | +452.1% | +353.3% |
| All | +455.3% | +3.8% | +451.5% | +353.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling