+262.7%
B vs ELV
+2,593.2%
-2,330.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -2.7% | -1.1% | -1.6% | -2.6% |
| 30D | -4.3% | +1.8% | -6.1% | -4.5% |
| 3M | -2.3% | +10.5% | -12.8% | -3.3% |
| 6M | -16.2% | +13.5% | -29.7% | -17.4% |
| YTD | -8.8% | +24.3% | -33.1% | -11.1% |
| 1Y | +11.4% | +38.9% | -27.6% | +7.5% |
| 3Y | +174.3% | -1.5% | +175.7% | +171.0% |
| 5Y | +116.2% | +7.3% | +108.9% | +111.2% |
| 10Y | +222.7% | +268.7% | -46.0% | +174.1% |
| All | +262.7% | +2,593.2% | -2,330.4% | +132.1% |
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