+119.6%
RF vs EL
+1.5%
+118.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.7% |
| 7D | -0.1% | +8.0% | -8.1% | -1.5% |
| 30D | +7.0% | +15.4% | -8.4% | +4.3% |
| 3M | -7.0% | +28.5% | -35.5% | -11.5% |
| 6M | +6.8% | +32.2% | -25.5% | +0.7% |
| YTD | +9.9% | +9.2% | +0.7% | +6.2% |
| 1Y | +21.1% | +30.8% | -9.7% | +12.4% |
| 3Y | +119.6% | +3.7% | +115.9% | +90.7% |
| All | +119.6% | +1.5% | +118.1% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling