+575.0%
ELV vs CAPR
-99.0%
+674.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.7% | +8.8% | +0.2% |
| 7D | -0.5% | +19.1% | -19.6% | -0.7% |
| 30D | +1.1% | +48.8% | -47.7% | +0.6% |
| 3M | +8.2% | +144.4% | -136.2% | +6.8% |
| 6M | +10.2% | -67.5% | +77.7% | +10.5% |
| YTD | +24.4% | -64.5% | +89.0% | +24.5% |
| 1Y | +33.8% | +74.4% | -40.6% | +28.4% |
| 3Y | -1.4% | +265.7% | -267.1% | -7.8% |
| 5Y | +5.8% | +196.0% | -190.1% | -1.6% |
| 10Y | +269.1% | -62.4% | +331.4% | +230.7% |
| All | +575.0% | -99.0% | +674.0% | +485.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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