-68.4%
EL vs INDA
+5.9%
-74.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.1% |
| 7D | -2.4% | -2.6% | +0.2% | +0.1% |
| 30D | +13.7% | -2.9% | +16.6% | +17.0% |
| 3M | +14.5% | +2.4% | +12.1% | +12.1% |
| 6M | +7.4% | -2.6% | +10.0% | +10.3% |
| YTD | -4.7% | -10.0% | +5.3% | +5.4% |
| 1Y | +12.9% | -7.7% | +20.6% | +21.7% |
| 3Y | -32.2% | +8.9% | -41.1% | -40.6% |
| 5Y | -68.4% | +6.0% | -74.4% | -72.2% |
| All | -68.4% | +5.9% | -74.3% | -72.2% |
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