+117.4%
EL vs INDA
+115.1%
+2.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +0.8% | +0.7% | +0.1% | +0.4% |
| 30D | +19.8% | -0.8% | +20.6% | +20.4% |
| 3M | +25.7% | +3.9% | +21.8% | +23.3% |
| 6M | +5.4% | -0.7% | +6.2% | +6.1% |
| YTD | +0.2% | -7.7% | +7.9% | +4.7% |
| 1Y | +20.4% | -5.1% | +25.5% | +24.1% |
| 3Y | -32.1% | +13.6% | -45.8% | -36.3% |
| 5Y | -67.2% | +7.8% | -75.0% | -68.2% |
| 10Y | +31.7% | +84.6% | -52.9% | -1.3% |
| All | +117.4% | +115.1% | +2.3% | +47.4% |
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 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