+108.5%
RF vs EL
+3.8%
+104.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | +6.0% | +16.5% | -10.5% | +3.1% |
| 3M | -8.9% | +29.2% | -38.1% | -13.4% |
| 6M | +2.3% | +27.9% | -25.6% | -2.9% |
| YTD | +7.6% | +6.2% | +1.4% | +4.5% |
| 1Y | +21.2% | +27.2% | -6.0% | +13.0% |
| 3Y | +108.5% | +3.2% | +105.3% | +78.7% |
| All | +108.5% | +3.8% | +104.8% | +78.7% |
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