-15.0%
EL vs NTR
+97.9%
-113.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -6.5% | -1.3% | -5.2% | -6.2% |
| 30D | +11.1% | +16.8% | -5.6% | +6.3% |
| 3M | +10.7% | +20.7% | -10.0% | +4.5% |
| 6M | +6.9% | +0.5% | +6.3% | +5.3% |
| YTD | -6.3% | +29.2% | -35.5% | -14.9% |
| 1Y | +13.5% | +39.6% | -26.1% | +0.2% |
| 3Y | -33.1% | +37.9% | -70.9% | -41.8% |
| 5Y | -68.8% | +47.1% | -115.8% | -75.8% |
| All | -15.0% | +97.9% | -113.0% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling