+31.4%
ELV vs A
+15.9%
+15.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.1% |
| 7D | -2.2% | -4.4% | +2.2% | -1.6% |
| 30D | -0.2% | -2.7% | +2.5% | +0.1% |
| 3M | -6.1% | +7.0% | -13.2% | -7.2% |
| 6M | +42.8% | +24.6% | +18.2% | +37.1% |
| YTD | +14.4% | +7.0% | +7.4% | +16.0% |
| All | +31.4% | +15.9% | +15.5% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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