-2.1%
ELV vs A
+64.5%
-66.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +1.0% | -0.5% | +1.4% | +1.0% |
| 30D | +0.4% | 0.0% | +0.4% | +0.3% |
| 3M | +8.4% | +16.7% | -8.3% | +5.8% |
| 6M | +8.4% | +54.8% | -46.4% | +1.0% |
| YTD | +24.4% | +28.8% | -4.4% | +19.6% |
| 1Y | +33.5% | +19.3% | +14.2% | +30.2% |
| 3Y | -2.1% | +65.5% | -67.6% | -6.9% |
| All | -2.1% | +64.5% | -66.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling