+370.6%
RF vs EL
+1,750.9%
-1,380.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -0.6% |
| 7D | -1.6% | -1.1% | -0.6% | -1.4% |
| 30D | +5.0% | +15.3% | -10.3% | -1.2% |
| 3M | -10.0% | +24.2% | -34.2% | -18.9% |
| 6M | +3.3% | +30.9% | -27.6% | -9.8% |
| YTD | +7.9% | +3.9% | +4.1% | +0.8% |
| 1Y | +21.2% | +19.9% | +1.4% | +6.2% |
| 3Y | +105.8% | +2.5% | +103.3% | +75.5% |
| 5Y | +43.7% | -66.7% | +110.5% | +95.2% |
| 10Y | +289.4% | +54.9% | +234.6% | +156.8% |
| All | +370.6% | +1,750.9% | -1,380.3% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling