-65.3%
EL vs INDA
+8.7%
-74.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | +1.5% | +1.1% | +0.4% | +0.5% |
| 30D | +10.0% | +9.4% | +0.6% | +1.1% |
| 3M | +28.4% | +2.9% | +25.5% | +25.0% |
| 6M | +37.1% | +7.2% | +29.8% | +28.6% |
| YTD | +7.8% | -4.8% | +12.6% | +13.1% |
| 1Y | +26.0% | -5.1% | +31.1% | +32.3% |
| 3Y | +3.8% | +16.7% | -12.8% | -15.2% |
| All | -65.3% | +8.7% | -74.0% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling