+533.2%
XYZ vs EL
+42.2%
+491.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -2.4% |
| 7D | -1.0% | +0.8% | -1.8% | -1.4% |
| 30D | -1.7% | +19.8% | -21.6% | -12.1% |
| 3M | +16.7% | +25.7% | -9.0% | +1.3% |
| 6M | +26.9% | +5.4% | +21.4% | +19.6% |
| YTD | +27.1% | +0.2% | +26.9% | +20.3% |
| 1Y | +9.3% | +20.4% | -11.2% | -9.0% |
| 3Y | +42.3% | -32.1% | +74.4% | +55.7% |
| 5Y | -69.3% | -67.2% | -2.1% | -41.1% |
| 10Y | +586.8% | +31.7% | +555.1% | +552.6% |
| All | +533.2% | +42.2% | +491.0% | +502.9% |
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