+140.2%
NI vs ELV
+280.2%
-140.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | 0.0% | +3.2% | -3.2% | -0.8% |
| 30D | -1.4% | +5.4% | -6.7% | -2.8% |
| 3M | -10.6% | +5.4% | -15.9% | -12.2% |
| 6M | -9.3% | +45.7% | -55.0% | -18.5% |
| YTD | +1.1% | +21.2% | -20.1% | -5.3% |
| 1Y | +3.4% | +35.6% | -32.2% | -6.5% |
| 3Y | +67.9% | -2.0% | +69.9% | +62.5% |
| 5Y | +98.0% | +26.0% | +71.9% | +72.9% |
| All | +140.2% | +280.2% | -140.0% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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