+1,128.6%
NI vs ELV
+2,409.5%
-1,280.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.6% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | -1.7% | +2.0% | -3.6% | -2.2% |
| 3M | -8.0% | -3.5% | -4.5% | -7.6% |
| 6M | -8.6% | +40.2% | -48.8% | -16.7% |
| YTD | +2.3% | +15.8% | -13.5% | -2.8% |
| 1Y | +6.9% | +33.2% | -26.2% | -2.3% |
| 3Y | +70.6% | -6.2% | +76.8% | +66.8% |
| 5Y | +96.4% | +16.4% | +80.0% | +78.8% |
| 10Y | +136.1% | +259.8% | -123.6% | +56.5% |
| All | +1,128.6% | +2,409.5% | -1,280.9% | +455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling