+133.9%
EL vs INDA
+121.8%
+12.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +1.5% | +1.1% | +0.4% | +1.0% |
| 30D | +10.0% | +9.4% | +0.6% | +5.0% |
| 3M | +28.4% | +2.9% | +25.5% | +26.6% |
| 6M | +37.1% | +7.2% | +29.8% | +32.5% |
| YTD | +7.8% | -4.8% | +12.6% | +11.0% |
| 1Y | +26.0% | -5.1% | +31.1% | +29.8% |
| 3Y | +3.8% | +16.7% | -12.8% | -3.8% |
| 5Y | -65.2% | +8.8% | -74.0% | -66.5% |
| 10Y | +62.1% | +116.2% | -54.1% | +14.6% |
| All | +133.9% | +121.8% | +12.2% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling