-68.9%
S vs EL
-66.1%
-2.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.8% |
| 7D | -13.4% | +0.8% | -14.2% | -13.6% |
| 30D | -14.0% | +16.5% | -30.5% | -18.9% |
| 3M | +4.9% | +29.2% | -24.3% | -6.0% |
| 6M | +42.0% | +27.9% | +14.1% | +26.6% |
| YTD | +45.1% | +6.2% | +38.9% | +36.6% |
| 1Y | +33.1% | +27.2% | +5.9% | +15.2% |
| 3Y | +40.6% | +3.2% | +37.4% | +20.4% |
| All | -68.9% | -66.1% | -2.7% | -35.3% |
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