+1,972.6%
NOW vs EL
+148.0%
+1,824.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.2% |
| 7D | -3.0% | +0.8% | -3.8% | -3.4% |
| 30D | -26.0% | +16.5% | -42.6% | -30.2% |
| 3M | -13.1% | +29.2% | -42.3% | -21.6% |
| 6M | +14.5% | +27.9% | -13.4% | +2.9% |
| YTD | -33.4% | +6.2% | -39.6% | -37.3% |
| 1Y | -40.6% | +27.2% | -67.8% | -48.0% |
| 3Y | -16.3% | +3.2% | -19.5% | -28.4% |
| 5Y | -26.3% | -66.0% | +39.7% | +9.5% |
| 10Y | +512.7% | +58.3% | +454.4% | +327.8% |
| All | +1,972.6% | +148.0% | +1,824.6% | +1,206.6% |
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 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