+2,593.6%
NDAQ vs EL
+737.1%
+1,856.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.5% |
| 7D | +0.8% | +0.8% | +0.1% | +0.5% |
| 30D | +16.5% | +16.5% | 0.0% | +10.5% |
| 3M | +13.5% | +29.2% | -15.7% | +3.0% |
| 6M | +20.9% | +27.9% | -7.0% | +9.5% |
| YTD | +11.4% | +6.2% | +5.2% | +5.3% |
| 1Y | +25.9% | +27.2% | -1.2% | +11.4% |
| 3Y | +119.9% | +3.2% | +116.6% | +92.0% |
| 5Y | +61.7% | -66.0% | +127.7% | +111.1% |
| 10Y | +481.6% | +58.3% | +423.2% | +274.9% |
| All | +2,593.6% | +737.1% | +1,856.5% | +750.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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