+315.6%
B vs ELV
+2,444.2%
-2,128.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -2.0% |
| 7D | -1.6% | +3.3% | -4.9% | -1.9% |
| 30D | +9.4% | +4.2% | +5.3% | +9.0% |
| 3M | +5.0% | -0.1% | +5.1% | +4.9% |
| 6M | -3.5% | +41.3% | -44.8% | -6.8% |
| YTD | +4.5% | +17.4% | -13.0% | +2.5% |
| 1Y | +67.8% | +35.1% | +32.7% | +62.4% |
| 3Y | +196.7% | -3.2% | +199.9% | +193.8% |
| 5Y | +151.9% | +15.6% | +136.3% | +144.6% |
| 10Y | +202.2% | +276.8% | -74.6% | +156.0% |
| All | +315.6% | +2,444.2% | -2,128.7% | +167.6% |
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 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