-5.3%
ELV vs D
+63.9%
-69.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +3.3% | +1.5% | +1.9% | +3.1% |
| 30D | +4.2% | -2.6% | +6.7% | +4.6% |
| 3M | -0.1% | 0.0% | -0.1% | -0.2% |
| 6M | +41.3% | +7.4% | +33.9% | +38.8% |
| YTD | +17.4% | +15.9% | +1.6% | +13.5% |
| 1Y | +35.1% | +18.1% | +16.9% | +30.1% |
| All | -5.3% | +63.9% | -69.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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