+18.3%
NOW vs EL
-31.7%
+50.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -5.9% | -3.5% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | +20.5% | +19.8% | +0.7% | +16.6% |
| 3M | +18.3% | +25.7% | -7.4% | +13.7% |
| 6M | +24.1% | +5.4% | +18.6% | +21.5% |
| YTD | -7.8% | +0.2% | -8.0% | -9.2% |
| 1Y | -21.4% | +20.4% | -41.8% | -24.9% |
| All | +18.3% | -31.7% | +50.0% | +23.6% |
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