+34.5%
S vs EL
+23.3%
+11.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +2.0% | +1.5% | +0.4% | +1.7% |
| 30D | -2.7% | +10.0% | -12.7% | -4.2% |
| 3M | -6.9% | +28.4% | -35.3% | -10.4% |
| 6M | +38.1% | +37.1% | +1.0% | +30.3% |
| YTD | +48.0% | +7.8% | +40.2% | +45.6% |
| 1Y | +34.5% | +26.0% | +8.4% | +29.2% |
| All | +34.5% | +23.3% | +11.2% | +29.2% |
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