+622.2%
T vs EL
+1,845.6%
-1,223.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.3% |
| 7D | +1.7% | +8.0% | -6.3% | +0.3% |
| 30D | -1.7% | +15.4% | -17.1% | -4.2% |
| 3M | -7.3% | +28.5% | -35.8% | -11.9% |
| 6M | -11.2% | +32.2% | -43.4% | -16.3% |
| YTD | -8.1% | +9.2% | -17.2% | -11.4% |
| 1Y | -8.0% | +30.8% | -38.8% | -14.5% |
| 3Y | +62.1% | +3.7% | +58.4% | +50.3% |
| 5Y | +55.7% | -64.8% | +120.5% | +77.3% |
| 10Y | +54.1% | +60.0% | -5.9% | +21.6% |
| All | +622.2% | +1,845.6% | -1,223.5% | +252.9% |
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