+120.1%
SPOT vs EL
-65.2%
+185.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.1% |
| 7D | +1.6% | +1.5% | +0.1% | +1.2% |
| 30D | +16.9% | +10.0% | +6.9% | +14.3% |
| 3M | +23.0% | +28.4% | -5.5% | +15.2% |
| 6M | +42.2% | +37.1% | +5.1% | +30.7% |
| YTD | +5.5% | +7.8% | -2.3% | +1.5% |
| 1Y | -5.1% | +26.0% | -31.1% | -12.3% |
| 3Y | +257.9% | +3.8% | +254.1% | +217.9% |
| All | +120.1% | -65.2% | +185.3% | +275.5% |
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 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