+68.9%
NI vs EL
-32.9%
+101.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.4% |
| 7D | +1.3% | -2.4% | +3.6% | +1.4% |
| 30D | -0.3% | +13.7% | -13.9% | -1.0% |
| 3M | -9.5% | +14.5% | -23.9% | -10.2% |
| 6M | -10.2% | +7.4% | -17.6% | -10.7% |
| YTD | +1.8% | -4.7% | +6.5% | +1.8% |
| 1Y | +5.7% | +12.9% | -7.3% | +4.1% |
| All | +68.9% | -32.9% | +101.8% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling