+9.5%
S vs EL
+14.8%
-5.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.1% |
| 7D | -7.7% | +0.8% | -8.5% | -7.8% |
| 30D | -5.3% | +19.8% | -25.2% | -8.0% |
| 3M | +20.3% | +25.7% | -5.4% | +15.6% |
| 6M | +47.4% | +5.4% | +41.9% | +43.9% |
| YTD | +32.5% | +0.2% | +32.3% | +31.0% |
| 1Y | +9.5% | +20.4% | -10.9% | +4.8% |
| All | +9.5% | +14.8% | -5.2% | +4.8% |
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