+2,568.1%
ELV vs ECL
+2,248.3%
+319.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | +1.0% | +2.9% | -1.9% | -0.4% |
| 30D | +0.4% | +7.5% | -7.1% | -3.0% |
| 3M | +8.4% | +12.2% | -3.9% | +2.5% |
| 6M | +8.4% | +24.6% | -16.1% | -2.8% |
| YTD | +24.4% | +18.8% | +5.6% | +13.4% |
| 1Y | +33.5% | +19.3% | +14.2% | +21.4% |
| 3Y | -2.1% | +78.2% | -80.3% | -27.9% |
| 5Y | +5.8% | +38.8% | -33.0% | -14.6% |
| 10Y | +268.9% | +197.8% | +71.1% | +98.1% |
| All | +2,568.1% | +2,248.3% | +319.8% | +471.9% |
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