+21.8%
DOW vs ELV
+35.4%
-13.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.8% | -1.9% |
| 7D | -1.4% | +2.8% | -4.1% | -1.7% |
| 30D | -3.9% | +4.9% | -8.8% | -4.5% |
| 3M | -12.7% | +4.9% | -17.6% | -13.1% |
| 6M | -13.7% | +45.1% | -58.8% | -19.1% |
| YTD | +28.4% | +20.7% | +7.7% | +24.7% |
| 1Y | +21.8% | +35.0% | -13.3% | +11.3% |
| All | +21.8% | +35.4% | -13.7% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling