-2.1%
ELV vs DD
+88.8%
-90.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | +1.0% | +5.0% | -4.0% | +0.5% |
| 30D | +0.4% | +19.7% | -19.3% | -1.6% |
| 3M | +8.4% | +7.2% | +1.2% | +7.6% |
| 6M | +8.4% | +1.0% | +7.4% | +8.2% |
| YTD | +24.4% | +29.1% | -4.7% | +20.6% |
| 1Y | +33.5% | +28.5% | +5.0% | +29.4% |
| 3Y | -2.1% | +89.4% | -91.5% | -6.5% |
| All | -2.1% | +88.8% | -90.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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