+292.5%
B vs ELV
+2,522.7%
-2,230.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 3M | -2.9% | +6.6% | -9.4% | -3.5% |
| 6M | -1.2% | +11.6% | -12.8% | -2.4% |
| YTD | -1.3% | +21.1% | -22.4% | -3.6% |
| 1Y | +30.4% | +34.2% | -3.8% | +26.2% |
| 3Y | +195.3% | -2.9% | +198.2% | +192.2% |
| 5Y | +146.2% | +4.6% | +141.6% | +141.1% |
| 10Y | +200.5% | +272.8% | -72.4% | +154.9% |
| All | +292.5% | +2,522.7% | -2,230.2% | +151.8% |
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