+2,568.1%
ELV vs ED
+808.4%
+1,759.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.7% |
| 7D | +1.0% | +2.1% | -1.1% | 0.0% |
| 30D | +0.4% | +10.4% | -10.0% | -4.3% |
| 3M | +8.4% | +12.5% | -4.2% | +2.3% |
| 6M | +8.4% | +14.9% | -6.5% | +1.1% |
| YTD | +24.4% | +24.8% | -0.5% | +11.0% |
| 1Y | +33.5% | +23.8% | +9.7% | +19.5% |
| 3Y | -2.1% | +51.6% | -53.7% | -21.7% |
| 5Y | +5.8% | +86.4% | -80.6% | -24.7% |
| 10Y | +268.9% | +145.4% | +123.5% | +122.3% |
| All | +2,568.1% | +808.4% | +1,759.7% | +691.9% |
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