+2,353.8%
ELV vs DTE
+961.6%
+1,392.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -0.2% | -0.5% | +0.3% | 0.0% |
| 3M | -6.1% | -6.0% | -0.1% | -3.4% |
| 6M | +42.8% | -7.2% | +50.0% | +47.3% |
| YTD | +14.4% | +7.2% | +7.2% | +9.6% |
| 1Y | +28.6% | +4.1% | +24.6% | +25.0% |
| 3Y | -7.4% | +46.9% | -54.3% | -25.9% |
| 5Y | +14.5% | +32.9% | -18.4% | -4.6% |
| 10Y | +257.4% | +144.5% | +112.9% | +113.2% |
| All | +2,353.8% | +961.6% | +1,392.2% | +605.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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