+1,400.5%
ALL vs ELV
+2,444.2%
-1,043.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -0.7% |
| 7D | 0.0% | +3.3% | -3.3% | -1.1% |
| 30D | -1.5% | +4.2% | -5.6% | -2.9% |
| 3M | +23.6% | -0.1% | +23.7% | +23.1% |
| 6M | +22.3% | +41.3% | -18.9% | +7.5% |
| YTD | +26.5% | +17.4% | +9.1% | +17.4% |
| 1Y | +27.0% | +35.1% | -8.1% | +11.6% |
| 3Y | +149.6% | -3.2% | +152.8% | +140.2% |
| 5Y | +118.1% | +15.6% | +102.5% | +91.1% |
| 10Y | +369.0% | +276.8% | +92.2% | +147.9% |
| All | +1,400.5% | +2,444.2% | -1,043.8% | +327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling