+2,771.1%
NOW vs EL
+134.0%
+2,637.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -5.9% | -4.1% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | +20.5% | +19.8% | +0.7% | +12.0% |
| 3M | +18.3% | +25.7% | -7.4% | +8.0% |
| 6M | +24.1% | +5.4% | +18.6% | +19.2% |
| YTD | -7.8% | +0.2% | -8.0% | -11.0% |
| 1Y | -21.4% | +20.4% | -41.8% | -30.0% |
| 3Y | +19.5% | -32.1% | +51.7% | +24.2% |
| 5Y | +4.1% | -67.2% | +71.3% | +56.4% |
| 10Y | +826.4% | +31.7% | +794.7% | +599.8% |
| All | +2,771.1% | +134.0% | +2,637.1% | +1,753.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling