-6.2%
ELV vs ECL
+58.2%
-64.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +2.0% | -2.5% | +4.4% | +2.4% |
| 3M | -3.5% | +8.3% | -11.8% | -5.3% |
| 6M | +40.2% | -1.1% | +41.3% | +40.5% |
| YTD | +15.8% | +6.5% | +9.3% | +13.9% |
| 1Y | +33.2% | +2.1% | +31.1% | +32.2% |
| 3Y | -6.2% | +57.6% | -63.8% | -14.8% |
| All | -6.2% | +58.2% | -64.5% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling