+2,569.4%
ELV vs ED
+796.1%
+1,773.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -0.5% | -1.7% | +1.2% | +0.3% |
| 30D | +1.1% | +10.7% | -9.6% | -3.7% |
| 3M | +8.2% | +11.6% | -3.5% | +2.5% |
| 6M | +10.2% | +13.5% | -3.3% | +3.4% |
| YTD | +24.4% | +23.1% | +1.3% | +11.8% |
| 1Y | +33.8% | +23.1% | +10.7% | +20.2% |
| 3Y | -1.4% | +47.9% | -49.3% | -20.1% |
| 5Y | +5.8% | +83.9% | -78.0% | -24.1% |
| 10Y | +269.1% | +142.1% | +127.0% | +123.9% |
| All | +2,569.4% | +796.1% | +1,773.4% | +697.5% |
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