+28.3%
Q vs EL
+30.6%
-2.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +4.0% | +7.6% | -3.6% | +2.9% |
| 30D | -2.3% | +15.7% | -18.0% | -4.6% |
| 3M | -7.9% | +30.5% | -38.5% | -12.4% |
| 6M | -16.0% | +32.5% | -48.5% | -20.7% |
| YTD | +51.7% | +9.4% | +42.3% | +44.8% |
| 1Y | +28.3% | +28.4% | 0.0% | +19.2% |
| All | +28.3% | +30.6% | -2.2% | +19.2% |
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