+140.2%
NI vs EL
+25.3%
+114.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -0.6% | -4.4% | +3.8% | +0.1% |
| 30D | -1.4% | +10.3% | -11.7% | -3.2% |
| 3M | -10.6% | +13.4% | -23.9% | -12.8% |
| 6M | -9.9% | +3.1% | -13.0% | -11.2% |
| YTD | +1.2% | -6.9% | +8.1% | +0.7% |
| 1Y | +4.4% | +11.9% | -7.5% | 0.0% |
| 3Y | +68.6% | -33.8% | +102.4% | +74.0% |
| 5Y | +98.0% | -69.0% | +167.0% | +143.6% |
| All | +140.2% | +25.3% | +114.9% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling