+31.0%
PL vs EL
-65.2%
+96.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.1% |
| 7D | +10.0% | +1.5% | +8.5% | +9.5% |
| 30D | -2.3% | +10.0% | -12.3% | -5.8% |
| 3M | -44.2% | +28.4% | -72.6% | -49.9% |
| 6M | -66.1% | +37.1% | -103.2% | -70.6% |
| YTD | -30.0% | +7.8% | -37.8% | -35.0% |
| 1Y | +21.0% | +26.0% | -5.0% | +3.8% |
| 3Y | +516.5% | +3.8% | +512.7% | +419.5% |
| All | +31.0% | -65.2% | +96.3% | +119.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling