+5,674.4%
DE vs ELV
+2,378.1%
+3,296.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.1% |
| 7D | -3.0% | -2.2% | -0.8% | -2.4% |
| 30D | +11.1% | -0.2% | +11.4% | +11.2% |
| 3M | +17.6% | -6.1% | +23.7% | +19.1% |
| 6M | +13.6% | +42.8% | -29.2% | +0.4% |
| YTD | +46.3% | +14.4% | +31.9% | +37.6% |
| 1Y | +44.2% | +28.6% | +15.6% | +30.2% |
| 3Y | +76.6% | -7.4% | +84.0% | +72.2% |
| 5Y | +98.2% | +14.5% | +83.8% | +76.4% |
| 10Y | +863.5% | +257.4% | +606.1% | +465.9% |
| All | +5,674.4% | +2,378.1% | +3,296.4% | +2,021.0% |
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