+257.9%
SPOT vs EL
+3.0%
+255.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.3% |
| 7D | +1.6% | +1.5% | +0.1% | +1.5% |
| 30D | +16.9% | +10.0% | +6.9% | +16.0% |
| 3M | +23.0% | +28.4% | -5.5% | +20.2% |
| 6M | +42.2% | +37.1% | +5.1% | +38.2% |
| YTD | +5.5% | +7.8% | -2.3% | +3.9% |
| 1Y | -5.1% | +26.0% | -31.1% | -7.0% |
| 3Y | +257.9% | +3.8% | +254.1% | +227.7% |
| All | +257.9% | +3.0% | +255.0% | +227.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling