+54.6%
TER vs EL
-66.1%
+120.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.3% | +1.8% |
| 7D | -20.5% | +0.8% | -21.2% | -20.7% |
| 30D | -47.0% | +16.5% | -63.5% | -50.2% |
| 3M | -43.3% | +29.2% | -72.5% | -49.5% |
| 6M | -42.9% | +27.9% | -70.8% | -49.6% |
| YTD | +12.9% | +6.2% | +6.7% | +4.8% |
| 1Y | +18.2% | +27.2% | -9.0% | +1.0% |
| 3Y | +151.8% | +3.2% | +148.6% | +112.3% |
| All | +54.6% | -66.1% | +120.7% | +152.3% |
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 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