-39.0%
U vs EL
-47.2%
+8.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -2.5% |
| 7D | -3.8% | +0.8% | -4.6% | -4.2% |
| 30D | +17.5% | +19.8% | -2.4% | +5.8% |
| 3M | +38.7% | +25.7% | +13.0% | +21.9% |
| 6M | +104.4% | +5.4% | +99.0% | +93.6% |
| YTD | -5.7% | +0.2% | -5.9% | -11.0% |
| 1Y | +3.7% | +20.4% | -16.8% | -13.3% |
| 3Y | +12.3% | -32.1% | +44.5% | +23.5% |
| 5Y | -68.8% | -67.2% | -1.6% | -41.6% |
| All | -39.0% | -47.2% | +8.1% | +3.6% |
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 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