+33.9%
TER vs EL
+30.3%
+3.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.8% | +9.9% | +12.5% |
| 7D | -5.8% | +8.0% | -13.8% | -6.1% |
| 30D | -38.9% | +15.4% | -54.3% | -39.4% |
| 3M | -35.1% | +28.5% | -63.6% | -36.2% |
| 6M | -31.6% | +32.2% | -63.8% | -33.1% |
| YTD | +27.2% | +9.2% | +18.1% | +19.2% |
| All | +33.9% | +30.3% | +3.6% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling