+1,409.4%
UL vs EL
+1,845.6%
-436.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.3% |
| 7D | +0.3% | +8.0% | -7.8% | -1.5% |
| 30D | +7.0% | +15.4% | -8.4% | +3.6% |
| 3M | +5.8% | +28.5% | -22.7% | -0.3% |
| 6M | +16.1% | +32.2% | -16.1% | +8.4% |
| YTD | +4.5% | +9.2% | -4.7% | +0.4% |
| 1Y | -1.3% | +30.8% | -32.1% | -9.0% |
| 3Y | +35.0% | +3.7% | +31.3% | +24.4% |
| 5Y | +31.9% | -64.8% | +96.7% | +53.7% |
| 10Y | +99.3% | +60.0% | +39.2% | +53.7% |
| All | +1,409.4% | +1,845.6% | -436.2% | +544.4% |
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