+1,145.9%
DELL vs ELV
+24.6%
+1,121.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.5% | +0.5% | +5.3% |
| 7D | +8.2% | +2.8% | +5.5% | +7.8% |
| 30D | +17.1% | +4.9% | +12.2% | +16.3% |
| 3M | +45.2% | +4.9% | +40.3% | +44.4% |
| 6M | +286.8% | +45.1% | +241.7% | +272.3% |
| YTD | +354.8% | +20.7% | +334.1% | +344.2% |
| 1Y | +358.3% | +35.0% | +323.2% | +343.5% |
| 3Y | +724.9% | -2.4% | +727.3% | +700.8% |
| All | +1,145.9% | +24.6% | +1,121.4% | +1,010.0% |
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 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