-62.1%
W vs EL
-67.4%
+5.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.9% |
| 7D | +6.5% | +1.7% | +4.8% | +5.3% |
| 30D | -6.2% | +15.5% | -21.7% | -15.7% |
| 3M | +48.9% | +20.6% | +28.3% | +31.1% |
| 6M | +31.2% | +10.5% | +20.7% | +19.8% |
| YTD | -0.4% | -1.9% | +1.4% | -4.8% |
| 1Y | +14.8% | +16.1% | -1.3% | -5.6% |
| 3Y | +40.5% | -30.2% | +70.7% | +56.0% |
| 5Y | -62.1% | -67.4% | +5.3% | -12.0% |
| All | -62.1% | -67.4% | +5.3% | -12.0% |
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