+75.9%
DE vs ELV
-2.5%
+78.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.9% |
| 7D | -2.6% | +2.8% | -5.3% | -2.9% |
| 30D | +9.0% | +4.9% | +4.1% | +8.4% |
| 3M | +19.1% | +4.9% | +14.2% | +18.1% |
| 6M | +14.4% | +45.1% | -30.7% | +7.9% |
| YTD | +45.9% | +20.7% | +25.3% | +40.8% |
| 1Y | +43.6% | +35.0% | +8.6% | +36.2% |
| 3Y | +75.9% | -2.4% | +78.3% | +69.6% |
| All | +75.9% | -2.5% | +78.4% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling