+43.6%
DE vs ELV
+36.0%
+7.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -2.6% | +3.2% | -5.8% | -2.8% |
| 30D | +9.0% | +5.4% | +3.7% | +8.5% |
| 3M | +19.1% | +5.4% | +13.8% | +18.3% |
| 6M | +14.4% | +45.7% | -31.3% | +7.5% |
| YTD | +45.9% | +21.2% | +24.7% | +39.8% |
| 1Y | +43.6% | +35.6% | +8.0% | +34.1% |
| All | +43.6% | +36.0% | +7.6% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling