+262.0%
TER vs EL
-29.8%
+291.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.5% | +4.7% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -8.3% | +19.8% | -28.1% | -13.4% |
| 3M | -12.2% | +25.7% | -37.9% | -18.6% |
| 6M | +17.1% | +5.4% | +11.6% | +13.6% |
| YTD | +84.7% | +0.2% | +84.5% | +78.9% |
| 1Y | +199.9% | +20.4% | +179.5% | +170.1% |
| All | +262.0% | -29.8% | +291.9% | +238.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling