+163.6%
W vs EL
+63.9%
+99.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.4% | +0.6% |
| 7D | -4.2% | +0.8% | -5.0% | -4.6% |
| 30D | -7.6% | +19.8% | -27.4% | -18.4% |
| 3M | +37.2% | +25.7% | +11.5% | +18.3% |
| 6M | +26.3% | +5.4% | +20.9% | +19.4% |
| YTD | -1.0% | +0.2% | -1.2% | -6.1% |
| 1Y | +20.1% | +20.4% | -0.4% | -1.8% |
| 3Y | +37.8% | -32.1% | +69.9% | +52.9% |
| 5Y | -63.7% | -67.2% | +3.5% | -30.4% |
| 10Y | +156.3% | +31.7% | +124.6% | +138.5% |
| All | +163.6% | +63.9% | +99.7% | +105.5% |
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