+554.8%
XYZ vs EL
+55.3%
+499.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | +12.6% | +7.6% | +5.0% | +8.4% |
| 30D | +10.8% | +15.7% | -4.9% | +2.2% |
| 3M | +8.4% | +30.5% | -22.2% | -7.8% |
| 6M | +14.3% | +32.5% | -18.2% | -4.7% |
| YTD | +31.5% | +9.4% | +22.0% | +18.1% |
| 1Y | +28.1% | +28.4% | -0.2% | +3.5% |
| 3Y | +66.2% | +4.4% | +61.7% | +36.4% |
| 5Y | -62.3% | -64.5% | +2.2% | -30.6% |
| 10Y | +634.6% | +64.9% | +569.7% | +537.0% |
| All | +554.8% | +55.3% | +499.5% | +492.1% |
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