+196.2%
W vs EL
+73.7%
+122.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.7% | -2.9% |
| 7D | -3.6% | +0.8% | -4.4% | -3.8% |
| 30D | +7.0% | +16.5% | -9.6% | -2.9% |
| 3M | +7.4% | +29.2% | -21.8% | -9.7% |
| 6M | +69.3% | +27.9% | +41.4% | +43.2% |
| YTD | +11.3% | +6.2% | +5.1% | +1.7% |
| 1Y | +13.2% | +27.2% | -14.0% | -9.5% |
| 3Y | +142.0% | +3.2% | +138.8% | +103.8% |
| 5Y | -54.6% | -66.0% | +11.4% | -14.9% |
| 10Y | +243.7% | +58.3% | +185.4% | +195.1% |
| All | +196.2% | +73.7% | +122.5% | +122.5% |
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