-16.3%
NOW vs EL
+3.8%
-20.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | -3.0% | +0.8% | -3.8% | -3.2% |
| 30D | -26.0% | +16.5% | -42.6% | -28.0% |
| 3M | -13.1% | +29.2% | -42.3% | -17.2% |
| 6M | +14.5% | +27.9% | -13.4% | +8.9% |
| YTD | -33.4% | +6.2% | -39.6% | -35.2% |
| 1Y | -40.6% | +27.2% | -67.8% | -43.9% |
| 3Y | -16.3% | +3.2% | -19.5% | -24.4% |
| All | -16.3% | +3.8% | -20.1% | -24.4% |
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