+271.8%
ELV vs ECL
+155.8%
+116.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | +0.9% | -2.6% | +3.5% | +2.1% |
| 30D | +7.2% | -4.6% | +11.7% | +9.3% |
| 3M | +3.4% | +6.0% | -2.6% | +0.2% |
| 6M | +48.6% | -3.0% | +51.6% | +49.3% |
| YTD | +20.6% | +4.0% | +16.5% | +17.1% |
| 1Y | +38.5% | +2.0% | +36.5% | +35.5% |
| 3Y | -2.4% | +53.9% | -56.3% | -23.4% |
| 5Y | +25.3% | +27.1% | -1.8% | +7.0% |
| All | +271.8% | +155.8% | +116.0% | +96.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling