+14.5%
ELV vs ED
+66.4%
-51.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -0.2% | +1.9% | -2.1% | -0.9% |
| 3M | -6.1% | +1.9% | -8.0% | -6.9% |
| 6M | +42.8% | -2.3% | +45.1% | +43.6% |
| YTD | +14.4% | +10.9% | +3.5% | +9.5% |
| 1Y | +28.6% | +14.5% | +14.1% | +21.5% |
| 3Y | -7.4% | +33.4% | -40.8% | -18.2% |
| 5Y | +14.5% | +67.3% | -52.8% | -5.1% |
| All | +14.5% | +66.4% | -51.9% | -5.1% |
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