-53.2%
S vs EL
-64.4%
+11.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.7% |
| 7D | -7.7% | +0.8% | -8.5% | -8.0% |
| 30D | -5.3% | +19.8% | -25.2% | -12.5% |
| 3M | +20.3% | +25.7% | -5.4% | +8.7% |
| 6M | +47.4% | +5.4% | +41.9% | +41.2% |
| YTD | +32.5% | +0.2% | +32.3% | +27.7% |
| 1Y | +9.5% | +20.4% | -10.9% | -3.8% |
| 3Y | +15.5% | -32.1% | +47.6% | +28.3% |
| 5Y | -71.2% | -67.2% | -4.0% | -44.8% |
| All | -53.2% | -64.4% | +11.1% | -9.5% |
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