+198.7%
B vs ELV
-6.4%
+205.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +1.4% | +2.0% | -0.6% | +1.2% |
| 3M | +12.2% | -3.5% | +15.7% | +12.4% |
| 6M | -2.1% | +40.2% | -42.3% | -5.1% |
| YTD | +2.9% | +15.8% | -12.9% | +1.0% |
| 1Y | +55.3% | +33.2% | +22.1% | +50.9% |
| 3Y | +198.7% | -6.2% | +204.9% | +196.9% |
| All | +198.7% | -6.4% | +205.0% | +196.9% |
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 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