+27.3%
V vs EL
+30.6%
-3.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.6% | +7.6% | -7.0% | +0.2% |
| 30D | +9.7% | +15.7% | -5.9% | +8.8% |
| 3M | +17.3% | +30.5% | -13.2% | +15.6% |
| 6M | +33.2% | +32.5% | +0.7% | +31.1% |
| YTD | +21.3% | +9.4% | +11.9% | +20.1% |
| 1Y | +27.3% | +28.4% | -1.0% | +23.4% |
| All | +27.3% | +30.6% | -3.2% | +23.4% |
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 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