+22.2%
ELV vs DLTR
+30.4%
-8.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.2% | -10.1% | +13.3% | +4.1% |
| 30D | +5.4% | -8.1% | +13.5% | +6.0% |
| 3M | +5.4% | +2.9% | +2.5% | +5.0% |
| 6M | +45.7% | +4.3% | +41.4% | +44.7% |
| YTD | +21.2% | -3.9% | +25.1% | +21.4% |
| 1Y | +35.6% | +18.9% | +16.7% | +33.5% |
| 3Y | -2.0% | +1.9% | -3.9% | -3.0% |
| All | +22.2% | +30.4% | -8.2% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 5y: compounded portfolio wealth divided by compounded DLTR 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…
5y analysis · Full analysis span regression · 6 months rolling