+14.5%
ELV vs EAT
+310.8%
-296.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -1.1% |
| 7D | -2.2% | -6.8% | +4.6% | -1.9% |
| 30D | -0.2% | -5.4% | +5.2% | 0.0% |
| 3M | -6.1% | +42.8% | -48.9% | -7.7% |
| 6M | +42.8% | +56.5% | -13.7% | +39.4% |
| YTD | +14.4% | +50.0% | -35.6% | +11.9% |
| 1Y | +28.6% | +38.3% | -9.7% | +25.9% |
| 3Y | -7.4% | +591.6% | -599.1% | -18.8% |
| 5Y | +14.5% | +312.6% | -298.2% | +0.3% |
| All | +14.5% | +310.8% | -296.4% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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