+1,666.3%
TER vs EL
+1,792.3%
-126.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.3% | +1.6% |
| 7D | -20.5% | +0.8% | -21.2% | -20.7% |
| 30D | -47.0% | +16.5% | -63.5% | -50.8% |
| 3M | -43.3% | +29.2% | -72.5% | -50.7% |
| 6M | -42.9% | +27.9% | -70.8% | -51.0% |
| YTD | +12.9% | +6.2% | +6.7% | +2.8% |
| 1Y | +18.2% | +27.2% | -9.0% | -1.4% |
| 3Y | +151.8% | +3.2% | +148.6% | +113.6% |
| 5Y | +54.2% | -66.0% | +120.2% | +118.4% |
| 10Y | +908.2% | +58.3% | +849.9% | +566.1% |
| All | +1,666.3% | +1,792.3% | -126.0% | +297.7% |
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