+31.9%
UL vs EL
-65.0%
+96.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.6% |
| 7D | +0.3% | +8.0% | -7.8% | -0.8% |
| 30D | +7.0% | +15.4% | -8.4% | +5.0% |
| 3M | +5.8% | +28.5% | -22.7% | +2.2% |
| 6M | +16.1% | +32.2% | -16.1% | +11.6% |
| YTD | +4.5% | +9.2% | -4.7% | +2.0% |
| 1Y | -1.3% | +30.8% | -32.1% | -5.7% |
| 3Y | +35.0% | +3.7% | +31.3% | +29.6% |
| 5Y | +31.9% | -64.8% | +96.7% | +55.9% |
| All | +31.9% | -65.0% | +96.9% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling