+125.2%
NI vs ELF
+303.8%
-178.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | 0.0% | -11.6% | +11.7% | +0.8% |
| 30D | -1.4% | +4.6% | -6.0% | -1.7% |
| 3M | -10.6% | +59.7% | -70.3% | -13.3% |
| 6M | -9.3% | +21.2% | -30.5% | -10.8% |
| YTD | +1.1% | +27.4% | -26.3% | -1.1% |
| 1Y | +3.4% | -29.8% | +33.2% | +4.3% |
| 3Y | +67.9% | -28.5% | +96.3% | +62.8% |
| 5Y | +98.0% | +220.0% | -122.1% | +61.5% |
| All | +125.2% | +303.8% | -178.5% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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