+2,419.4%
ELV vs ECL
+2,015.0%
+404.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +3.3% | -2.6% | +5.9% | +4.6% |
| 30D | +4.2% | -2.2% | +6.3% | +5.1% |
| 3M | -0.1% | +10.1% | -10.2% | -4.9% |
| 6M | +41.3% | -5.7% | +47.0% | +43.9% |
| YTD | +17.4% | +7.0% | +10.5% | +12.6% |
| 1Y | +35.1% | +2.7% | +32.4% | +31.7% |
| 3Y | -3.2% | +57.7% | -61.0% | -24.7% |
| 5Y | +15.6% | +31.1% | -15.5% | -4.5% |
| 10Y | +276.8% | +150.9% | +125.9% | +119.7% |
| All | +2,419.4% | +2,015.0% | +404.4% | +467.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling