+8.5%
NI vs EL
+25.6%
-17.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | +1.6% |
| 7D | +3.9% | +2.5% | +1.4% | +3.9% |
| 30D | +15.3% | +20.1% | -4.8% | +15.5% |
| 3M | +2.4% | +29.3% | -26.9% | +2.6% |
| 6M | -4.5% | +38.8% | -43.3% | -4.3% |
| YTD | +11.4% | +8.1% | +3.3% | +12.5% |
| 1Y | +8.5% | +22.3% | -13.9% | +8.9% |
| All | +8.5% | +25.6% | -17.1% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling