+2,926.4%
V vs EL
+474.6%
+2,451.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -2.0% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | +2.0% | +19.8% | -17.9% | -4.8% |
| 3M | +17.4% | +25.7% | -8.3% | +7.5% |
| 6M | +17.5% | +5.4% | +12.0% | +12.7% |
| YTD | +7.6% | +0.2% | +7.4% | +3.4% |
| 1Y | +7.7% | +20.4% | -12.7% | -4.3% |
| 3Y | +54.7% | -32.1% | +86.8% | +57.0% |
| 5Y | +73.0% | -67.2% | +140.2% | +135.6% |
| 10Y | +390.9% | +31.7% | +359.1% | +238.2% |
| All | +2,926.4% | +474.6% | +2,451.8% | +826.2% |
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