+153.7%
ALL vs ELV
-6.4%
+160.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -4.7% | +2.0% | -6.6% | -5.0% |
| 3M | +18.4% | -3.5% | +21.9% | +18.9% |
| 6M | +20.5% | +40.2% | -19.7% | +13.4% |
| YTD | +23.5% | +15.8% | +7.7% | +19.6% |
| 1Y | +29.0% | +33.2% | -4.2% | +21.2% |
| 3Y | +153.7% | -6.2% | +159.9% | +144.1% |
| All | +153.7% | -6.4% | +160.1% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling