-49.9%
C vs ELV
+2,568.9%
-2,618.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | -2.4% | +1.3% | -3.7% | -3.1% |
| 30D | -6.0% | +5.3% | -11.3% | -8.6% |
| 3M | -10.5% | +9.2% | -19.8% | -14.8% |
| 6M | -5.7% | +14.5% | -20.3% | -13.5% |
| YTD | +4.1% | +23.2% | -19.1% | -9.7% |
| 1Y | +20.5% | +38.0% | -17.6% | -2.0% |
| 3Y | +208.1% | -1.5% | +209.7% | +181.0% |
| 5Y | +110.4% | +8.5% | +101.9% | +74.3% |
| 10Y | +234.6% | +309.5% | -74.9% | +15.6% |
| All | -49.9% | +2,568.9% | -2,618.9% | -93.1% |
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