+31.4%
ELV vs COMP
-51.7%
+83.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | -1.1% | +2.2% | -3.3% | -1.1% |
| 30D | +1.8% | +16.3% | -14.6% | +1.5% |
| 3M | +10.5% | -19.1% | +29.6% | +10.8% |
| 6M | +13.5% | +17.1% | -3.7% | +12.9% |
| YTD | +24.3% | -2.9% | +27.2% | +23.9% |
| 1Y | +38.9% | +8.8% | +30.1% | +38.1% |
| 3Y | -1.5% | +423.5% | -424.9% | -4.7% |
| 5Y | +7.3% | -10.5% | +17.8% | +8.1% |
| All | +31.4% | -51.7% | +83.1% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling