+83.0%
PL vs EL
-64.1%
+147.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -2.4% |
| 7D | -9.3% | +0.8% | -10.1% | -9.6% |
| 30D | -18.9% | +19.8% | -38.8% | -24.9% |
| 3M | -58.4% | +25.7% | -84.1% | -62.3% |
| 6M | -30.3% | +5.4% | -35.8% | -33.0% |
| YTD | -8.1% | +0.2% | -8.3% | -11.9% |
| 1Y | +180.5% | +20.4% | +160.1% | +145.5% |
| 3Y | +444.1% | -32.1% | +476.3% | +480.2% |
| 5Y | +83.0% | -67.2% | +150.2% | +180.7% |
| All | +83.0% | -64.1% | +147.1% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling