+2,789.9%
TER vs EL
+1,685.7%
+1,104.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.5% | +4.1% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | -8.3% | +19.8% | -28.1% | -16.8% |
| 3M | -12.2% | +25.7% | -37.9% | -22.6% |
| 6M | +17.1% | +5.4% | +11.6% | +10.2% |
| YTD | +84.7% | +0.2% | +84.5% | +74.2% |
| 1Y | +199.9% | +20.4% | +179.5% | +156.7% |
| 3Y | +232.8% | -32.1% | +264.9% | +243.6% |
| 5Y | +198.6% | -67.2% | +265.8% | +332.3% |
| 10Y | +1,669.7% | +31.7% | +1,638.0% | +1,184.3% |
| All | +2,789.9% | +1,685.7% | +1,104.2% | +574.3% |
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