+11.9%
EL vs INDA
-9.3%
+21.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.1% |
| 7D | -4.4% | -3.6% | -0.7% | -0.5% |
| 30D | +10.3% | -4.0% | +14.2% | +15.2% |
| 3M | +13.4% | +1.7% | +11.6% | +11.6% |
| 6M | +3.1% | -3.6% | +6.7% | +7.4% |
| YTD | -6.9% | -11.0% | +4.1% | +2.1% |
| 1Y | +11.9% | -9.5% | +21.4% | +21.4% |
| All | +11.9% | -9.3% | +21.2% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling