+5.4%
B vs ELV
+34.6%
-29.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -7.3% | +1.0% | -8.3% | -7.4% |
| 30D | -3.3% | +0.4% | -3.7% | -3.5% |
| 3M | -7.8% | +8.4% | -16.1% | -9.0% |
| 6M | -15.5% | +8.4% | -24.0% | -16.8% |
| YTD | -12.3% | +24.4% | -36.6% | -18.3% |
| 1Y | +5.4% | +33.5% | -28.1% | -4.9% |
| All | +5.4% | +34.6% | -29.2% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling