+219.1%
TER vs EL
-67.4%
+286.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +5.0% |
| 7D | +11.0% | +1.7% | +9.3% | +10.3% |
| 30D | -1.9% | +15.5% | -17.4% | -8.1% |
| 3M | -0.7% | +20.6% | -21.2% | -9.0% |
| 6M | +36.4% | +10.5% | +25.9% | +27.6% |
| YTD | +92.4% | -1.9% | +94.3% | +85.3% |
| 1Y | +213.5% | +16.1% | +197.4% | +177.1% |
| 3Y | +277.2% | -30.2% | +307.5% | +287.8% |
| 5Y | +219.1% | -67.4% | +286.5% | +424.6% |
| All | +219.1% | -67.4% | +286.5% | +424.6% |
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