+15.7%
RF vs EL
+14.8%
+0.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -0.3% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | -3.6% | +19.8% | -23.5% | -5.2% |
| 3M | +8.1% | +25.7% | -17.6% | +5.5% |
| 6M | +11.5% | +5.4% | +6.0% | +10.3% |
| YTD | +15.6% | +0.2% | +15.4% | +13.3% |
| 1Y | +15.7% | +20.4% | -4.8% | +11.4% |
| All | +15.7% | +14.8% | +0.9% | +11.4% |
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