+195.3%
B vs ELV
-3.3%
+198.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.4% |
| 7D | +11.3% | +1.1% | +10.2% | +11.2% |
| 30D | +2.9% | +1.3% | +1.6% | +2.7% |
| 3M | -2.9% | +6.6% | -9.4% | -3.5% |
| 6M | -1.2% | +11.6% | -12.8% | -2.3% |
| YTD | -1.3% | +21.1% | -22.4% | -3.7% |
| 1Y | +30.4% | +34.2% | -3.8% | +26.4% |
| 3Y | +195.3% | -2.9% | +198.2% | +193.2% |
| All | +195.3% | -3.3% | +198.6% | +193.2% |
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 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