+24.4%
EL vs NTRS
+259.9%
-235.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -6.5% | +1.4% | -7.9% | -7.1% |
| 30D | +11.1% | -0.7% | +11.8% | +11.3% |
| 3M | +10.7% | +11.3% | -0.6% | +4.7% |
| 6M | +6.9% | +35.5% | -28.7% | -8.8% |
| YTD | -6.3% | +40.6% | -46.9% | -21.6% |
| 1Y | +13.5% | +49.2% | -35.7% | -7.9% |
| 3Y | -33.1% | +167.2% | -200.3% | -59.3% |
| 5Y | -68.8% | +94.9% | -163.7% | -78.5% |
| All | +24.4% | +259.9% | -235.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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