+21.4%
U vs EL
+26.4%
-5.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | +24.4% | +7.6% | +16.7% | +22.6% |
| 30D | +7.4% | +15.7% | -8.3% | +4.5% |
| 3M | +16.8% | +30.5% | -13.7% | +10.8% |
| 6M | +78.8% | +32.5% | +46.2% | +68.6% |
| YTD | +14.0% | +9.4% | +4.5% | +8.7% |
| All | +21.4% | +26.4% | -5.0% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling