-7.5%
ELV vs DG
+4.6%
-12.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.0% |
| 7D | -2.2% | -4.8% | +2.6% | -1.7% |
| 30D | -0.2% | +1.8% | -2.0% | -0.4% |
| 3M | -6.1% | +14.5% | -20.6% | -7.5% |
| 6M | +42.8% | -13.6% | +56.4% | +44.9% |
| YTD | +14.4% | -4.8% | +19.2% | +15.0% |
| 1Y | +28.6% | +21.6% | +7.0% | +26.0% |
| All | -7.5% | +4.6% | -12.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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