-69.4%
PL vs EL
+33.5%
-102.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.9% | -6.2% | -9.6% |
| 7D | -20.5% | -1.1% | -19.5% | -20.3% |
| 30D | -38.8% | +15.3% | -54.1% | -39.8% |
| 3M | -49.1% | +24.2% | -73.3% | -50.3% |
| 6M | -69.4% | +30.9% | -100.3% | -70.5% |
| All | -69.4% | +33.5% | -102.9% | -70.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling