-29.9%
EL vs INDA
+9.0%
-38.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -0.8% |
| 7D | +1.7% | -1.0% | +2.7% | +2.5% |
| 30D | +15.5% | -2.5% | +18.0% | +17.9% |
| 3M | +20.6% | +4.0% | +16.6% | +17.1% |
| 6M | +10.5% | -1.8% | +12.3% | +12.0% |
| YTD | -1.9% | -9.2% | +7.3% | +4.9% |
| 1Y | +16.1% | -7.2% | +23.3% | +22.2% |
| All | -29.9% | +9.0% | -38.9% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling