+2,419.4%
ELV vs ED
+705.5%
+1,713.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.1% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | +4.2% | -0.1% | +4.3% | +4.2% |
| 3M | -0.1% | +3.9% | -4.0% | -2.2% |
| 6M | +41.3% | -3.0% | +44.3% | +42.7% |
| YTD | +17.4% | +10.7% | +6.8% | +11.1% |
| 1Y | +35.1% | +13.3% | +21.7% | +26.1% |
| 3Y | -3.2% | +34.5% | -37.7% | -18.2% |
| 5Y | +15.6% | +67.1% | -51.5% | -13.4% |
| 10Y | +276.8% | +103.0% | +173.7% | +148.7% |
| All | +2,419.4% | +705.5% | +1,713.9% | +692.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling