+0.1%
DOW vs ELV
+55.0%
-54.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.2% | +1.0% | +4.3% | +4.9% |
| 30D | +13.2% | +0.4% | +12.8% | +12.9% |
| 3M | +10.1% | +8.4% | +1.7% | +7.0% |
| 6M | -13.1% | +8.4% | -21.5% | -16.1% |
| YTD | +46.1% | +24.4% | +21.7% | +33.4% |
| 1Y | +50.0% | +33.5% | +16.5% | +33.5% |
| 3Y | -20.2% | -2.1% | -18.2% | -23.7% |
| 5Y | -27.7% | +5.8% | -33.5% | -35.1% |
| All | +0.1% | +55.0% | -54.9% | -32.1% |
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