+35.1%
ELV vs ECL
+3.0%
+32.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +3.3% | -2.6% | +5.9% | +3.7% |
| 30D | +4.2% | -2.2% | +6.3% | +4.4% |
| 3M | -0.1% | +10.1% | -10.2% | -1.7% |
| 6M | +41.3% | -5.7% | +47.0% | +45.5% |
| YTD | +17.4% | +7.0% | +10.5% | +15.8% |
| 1Y | +35.1% | +2.7% | +32.4% | +35.3% |
| All | +35.1% | +3.0% | +32.0% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling