+46.2%
RF vs EL
-65.0%
+111.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.5% |
| 7D | -0.1% | +8.0% | -8.1% | -2.0% |
| 30D | +7.0% | +15.4% | -8.4% | +3.3% |
| 3M | -7.0% | +28.5% | -35.5% | -13.2% |
| 6M | +6.8% | +32.2% | -25.5% | -1.5% |
| YTD | +9.9% | +9.2% | +0.7% | +4.8% |
| 1Y | +21.1% | +30.8% | -9.7% | +9.6% |
| 3Y | +119.6% | +3.7% | +115.9% | +99.9% |
| 5Y | +46.2% | -64.8% | +111.0% | +99.2% |
| All | +46.2% | -65.0% | +111.2% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling