+2,051.3%
TER vs EL
+1,831.4%
+219.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.7% |
| 7D | +5.9% | +0.3% | +5.6% | +6.1% |
| 30D | -30.8% | +12.3% | -43.0% | -34.6% |
| 3M | -29.9% | +28.4% | -58.4% | -38.9% |
| 6M | -27.5% | +36.7% | -64.2% | -39.5% |
| YTD | +37.5% | +8.4% | +29.1% | +24.1% |
| 1Y | +50.3% | +25.4% | +24.8% | +26.4% |
| 3Y | +204.9% | +3.4% | +201.5% | +159.0% |
| 5Y | +89.2% | -64.8% | +153.9% | +163.7% |
| 10Y | +1,077.0% | +63.0% | +1,014.0% | +668.2% |
| All | +2,051.3% | +1,831.4% | +219.9% | +380.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling