+1,396.3%
UL vs EL
+1,800.1%
-403.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | -2.5% | +2.7% | -5.1% | -3.1% |
| 30D | +5.7% | +10.8% | -5.1% | +3.2% |
| 3M | +7.0% | +26.5% | -19.5% | +1.2% |
| 6M | +16.1% | +31.1% | -15.1% | +8.5% |
| YTD | +3.6% | +6.6% | -3.1% | 0.0% |
| 1Y | -1.4% | +21.8% | -23.2% | -7.7% |
| 3Y | +34.1% | +1.8% | +32.3% | +24.0% |
| 5Y | +32.0% | -65.6% | +97.6% | +54.5% |
| 10Y | +104.7% | +60.3% | +44.4% | +57.7% |
| All | +1,396.3% | +1,800.1% | -403.8% | +542.1% |
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