+905.7%
DIA vs ELV
+2,444.2%
-1,538.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | 0.0% |
| 7D | -0.2% | +3.3% | -3.5% | -1.1% |
| 30D | -1.5% | +4.2% | -5.7% | -2.7% |
| 3M | +3.8% | -0.1% | +3.8% | +3.2% |
| 6M | +10.3% | +41.3% | -31.0% | -1.3% |
| YTD | +12.1% | +17.4% | -5.3% | +5.2% |
| 1Y | +18.6% | +35.1% | -16.4% | +6.4% |
| 3Y | +60.6% | -3.2% | +63.9% | +55.1% |
| 5Y | +64.4% | +15.6% | +48.8% | +47.8% |
| 10Y | +250.1% | +276.8% | -26.7% | +113.7% |
| All | +905.7% | +2,444.2% | -1,538.5% | +269.0% |
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