+59.7%
DIA vs ELV
-1.5%
+61.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +2.1% | +1.0% | +1.2% | +2.0% |
| 30D | +1.5% | +0.4% | +1.1% | +1.4% |
| 3M | -2.4% | +8.4% | -10.8% | -3.4% |
| 6M | +6.0% | +8.4% | -2.5% | +4.7% |
| YTD | +10.1% | +24.4% | -14.3% | +6.5% |
| 1Y | +11.8% | +33.5% | -21.7% | +7.1% |
| 3Y | +59.7% | -2.1% | +61.8% | +58.6% |
| All | +59.7% | -1.5% | +61.2% | +58.6% |
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