+14.5%
ELV vs ECL
+25.4%
-10.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.7% |
| 7D | -2.2% | -2.7% | +0.5% | -1.5% |
| 30D | -0.2% | -4.3% | +4.1% | +0.8% |
| 3M | -6.1% | +3.2% | -9.3% | -7.0% |
| 6M | +42.8% | -2.9% | +45.7% | +43.4% |
| YTD | +14.4% | +4.3% | +10.1% | +12.7% |
| 1Y | +28.6% | +1.6% | +27.0% | +27.4% |
| 3Y | -7.4% | +54.3% | -61.7% | -18.4% |
| 5Y | +14.5% | +26.5% | -12.0% | +6.8% |
| All | +14.5% | +25.4% | -10.9% | +6.8% |
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 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