+5.4%
S vs EL
+15.2%
-9.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -5.8% | +1.7% | -7.5% | -6.1% |
| 30D | -9.2% | +15.5% | -24.7% | -11.1% |
| 3M | +23.4% | +20.6% | +2.8% | +19.6% |
| 6M | +36.9% | +10.5% | +26.5% | +32.7% |
| YTD | +29.5% | -1.9% | +31.4% | +28.5% |
| 1Y | +5.4% | +16.1% | -10.7% | +2.2% |
| All | +5.4% | +15.2% | -9.7% | +2.2% |
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 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