+111.4%
DAL vs ELV
+5.9%
+105.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.1% | +1.0% | -2.0% | -1.3% |
| 30D | +12.8% | +0.4% | +12.5% | +12.7% |
| 3M | -5.3% | +8.4% | -13.6% | -6.8% |
| 6M | +22.4% | +8.4% | +13.9% | +20.0% |
| YTD | +25.6% | +24.4% | +1.2% | +19.2% |
| 1Y | +45.5% | +33.5% | +12.0% | +35.9% |
| 3Y | +161.0% | -2.1% | +163.0% | +157.1% |
| All | +111.4% | +5.9% | +105.5% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling