+23.5%
EL vs INDA
+83.0%
-59.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.6% |
| 7D | -4.4% | -3.6% | -0.7% | -2.1% |
| 30D | +10.3% | -4.0% | +14.2% | +13.1% |
| 3M | +13.4% | +1.7% | +11.6% | +12.3% |
| 6M | +3.1% | -3.6% | +6.7% | +5.8% |
| YTD | -6.9% | -11.0% | +4.1% | +0.3% |
| 1Y | +11.9% | -9.5% | +21.4% | +19.3% |
| 3Y | -33.8% | +7.6% | -41.4% | -36.7% |
| 5Y | -69.0% | +4.8% | -73.7% | -69.7% |
| All | +23.5% | +83.0% | -59.4% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling