-10.8%
DOW vs ELV
+46.4%
-57.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -2.5% |
| 7D | -2.4% | +3.3% | -5.7% | -3.4% |
| 30D | +0.4% | +4.2% | -3.8% | -1.0% |
| 3M | -14.4% | -0.1% | -14.3% | -14.9% |
| 6M | -7.0% | +41.3% | -48.2% | -17.9% |
| YTD | +30.2% | +17.4% | +12.8% | +21.3% |
| 1Y | +29.2% | +35.1% | -5.9% | +14.5% |
| 3Y | -36.7% | -3.2% | -33.5% | -39.3% |
| 5Y | -37.7% | +15.6% | -53.3% | -46.7% |
| All | -10.8% | +46.4% | -57.2% | -38.3% |
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 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