+66.1%
T vs EL
-67.4%
+133.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -1.5% | +1.7% | -3.2% | -1.6% |
| 30D | +7.6% | +15.5% | -7.9% | +6.8% |
| 3M | +15.3% | +20.6% | -5.3% | +14.1% |
| 6M | -8.5% | +10.5% | -18.9% | -9.1% |
| YTD | +6.8% | -1.9% | +8.6% | +6.5% |
| 1Y | -7.2% | +16.1% | -23.3% | -8.5% |
| 3Y | +108.2% | -30.2% | +138.5% | +112.7% |
| 5Y | +66.1% | -67.4% | +133.4% | +81.4% |
| All | +66.1% | -67.4% | +133.5% | +81.4% |
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