+2,542.8%
ELV vs D
+523.9%
+2,018.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | +1.3% | +3.0% | -1.7% | 0.0% |
| 30D | +5.3% | +11.5% | -6.2% | +0.4% |
| 3M | +9.2% | +3.7% | +5.5% | +7.4% |
| 6M | +14.5% | +13.5% | +1.0% | +7.6% |
| YTD | +23.2% | +20.7% | +2.5% | +12.1% |
| 1Y | +38.0% | +18.2% | +19.8% | +26.7% |
| 3Y | -1.5% | +73.3% | -74.9% | -25.8% |
| 5Y | +8.5% | +12.3% | -3.8% | -1.3% |
| 10Y | +309.5% | +43.4% | +266.1% | +224.5% |
| All | +2,542.8% | +523.9% | +2,018.9% | +1,068.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling