-11.0%
EL vs NTR
+103.6%
-114.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | +1.7% | +3.8% | -2.2% | +0.6% |
| 30D | +15.5% | +25.2% | -9.8% | +8.2% |
| 3M | +20.6% | +21.0% | -0.5% | +13.7% |
| 6M | +10.5% | +7.6% | +2.9% | +6.5% |
| YTD | -1.9% | +32.9% | -34.7% | -11.6% |
| 1Y | +16.1% | +43.1% | -27.0% | +1.8% |
| 3Y | -30.2% | +41.6% | -71.8% | -39.8% |
| 5Y | -67.4% | +54.8% | -122.2% | -75.2% |
| All | -11.0% | +103.6% | -114.6% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling