+3,515.8%
COST vs ELV
+2,378.1%
+1,137.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.6% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | -5.3% | -0.2% | -5.1% | -5.3% |
| 3M | -6.7% | -6.1% | -0.6% | -5.8% |
| 6M | -9.9% | +42.8% | -52.8% | -17.2% |
| YTD | +5.1% | +14.4% | -9.3% | +0.9% |
| 1Y | -7.3% | +28.6% | -35.9% | -13.6% |
| 3Y | +70.4% | -7.4% | +77.8% | +67.5% |
| 5Y | +104.4% | +14.5% | +89.9% | +89.4% |
| 10Y | +609.0% | +257.4% | +351.6% | +383.6% |
| All | +3,515.8% | +2,378.1% | +1,137.7% | +1,518.7% |
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