+213.5%
TER vs EL
+15.2%
+198.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.4% |
| 7D | +11.0% | +1.7% | +9.3% | +10.8% |
| 30D | -1.9% | +15.5% | -17.4% | -3.0% |
| 3M | -0.7% | +20.6% | -21.2% | -2.3% |
| 6M | +36.4% | +10.5% | +25.9% | +34.0% |
| YTD | +92.4% | -1.9% | +94.3% | +87.4% |
| 1Y | +213.5% | +16.1% | +197.4% | +194.1% |
| All | +213.5% | +15.2% | +198.4% | +194.1% |
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