+111.7%
NI vs ELF
+272.3%
-160.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.4% |
| 7D | +4.3% | +1.6% | +2.7% | +4.3% |
| 30D | +12.4% | +9.1% | +3.3% | +12.1% |
| 3M | +10.2% | +28.2% | -18.0% | +9.5% |
| 6M | -0.8% | +119.5% | -120.3% | -2.9% |
| YTD | +13.2% | +55.2% | -41.9% | +11.6% |
| 1Y | +10.1% | +58.6% | -48.5% | +8.4% |
| 3Y | +103.1% | +21.3% | +81.8% | +92.2% |
| All | +111.7% | +272.3% | -160.6% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling