+7.3%
ELV vs ECL
+39.3%
-32.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.1% | -2.3% | +1.2% | -0.5% |
| 30D | +1.8% | +8.3% | -6.5% | -0.2% |
| 3M | +10.5% | +8.4% | +2.0% | +8.3% |
| 6M | +13.5% | +23.3% | -9.8% | +7.4% |
| YTD | +24.3% | +18.2% | +6.1% | +18.8% |
| 1Y | +38.9% | +18.8% | +20.2% | +32.6% |
| 3Y | -1.5% | +78.5% | -79.9% | -16.1% |
| 5Y | +7.3% | +40.1% | -32.8% | +0.4% |
| All | +7.3% | +39.3% | -32.0% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling