+856.1%
EEM vs ELV
+1,422.4%
-566.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | +4.9% | +2.0% | +2.9% | +4.1% |
| 3M | +5.2% | -3.5% | +8.7% | +5.6% |
| 6M | +20.7% | +40.2% | -19.5% | +6.2% |
| YTD | +26.5% | +15.8% | +10.6% | +17.6% |
| 1Y | +37.8% | +33.2% | +4.7% | +21.5% |
| 3Y | +91.0% | -6.2% | +97.2% | +83.5% |
| 5Y | +47.0% | +16.4% | +30.6% | +25.8% |
| 10Y | +125.6% | +259.8% | -134.2% | +11.3% |
| All | +856.1% | +1,422.4% | -566.3% | +151.4% |
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