+5.8%
ELV vs ED
+82.8%
-77.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -0.5% | -1.7% | +1.2% | +0.1% |
| 30D | +1.1% | +10.7% | -9.6% | -2.5% |
| 3M | +8.2% | +11.6% | -3.5% | +4.0% |
| 6M | +10.2% | +13.5% | -3.3% | +5.1% |
| YTD | +24.4% | +23.1% | +1.3% | +14.7% |
| 1Y | +33.8% | +23.1% | +10.7% | +23.3% |
| 3Y | -1.4% | +47.9% | -49.3% | -16.3% |
| 5Y | +5.8% | +83.9% | -78.0% | -16.8% |
| All | +5.8% | +82.8% | -77.0% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling