-2.0%
ELV vs ED
+48.1%
-50.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | -1.7% | +1.2% | 0.0% |
| 30D | +1.1% | +10.7% | -9.6% | -1.9% |
| 3M | +8.2% | +11.6% | -3.5% | +4.7% |
| 6M | +10.2% | +13.5% | -3.3% | +6.0% |
| YTD | +24.4% | +23.1% | +1.3% | +16.2% |
| 1Y | +33.8% | +23.1% | +10.7% | +25.0% |
| All | -2.0% | +48.1% | -50.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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