+113.0%
ALL vs ELV
-0.6%
+113.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.4% |
| 7D | -0.1% | +3.8% | -4.0% | -0.8% |
| 30D | +13.8% | +4.1% | +9.7% | +13.0% |
| 3M | -2.8% | +8.5% | -11.3% | -4.1% |
| 6M | +23.7% | +14.6% | +9.1% | +20.7% |
| YTD | +27.3% | +24.4% | +2.9% | +22.0% |
| 1Y | +30.5% | +44.2% | -13.7% | +21.6% |
| 3Y | +113.0% | -1.4% | +114.4% | +106.6% |
| All | +113.0% | -0.6% | +113.6% | +106.6% |
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