+99.1%
V vs EL
-66.1%
+165.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +13.6% | +16.5% | -2.9% | +10.7% |
| 3M | +14.3% | +29.2% | -14.9% | +9.2% |
| 6M | +33.1% | +27.9% | +5.2% | +26.9% |
| YTD | +21.2% | +6.2% | +15.0% | +18.0% |
| 1Y | +26.4% | +27.2% | -0.7% | +18.6% |
| 3Y | +77.6% | +3.2% | +74.4% | +63.9% |
| All | +99.1% | -66.1% | +165.2% | +169.4% |
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 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