+39.9%
ELV vs EL
+25.6%
+14.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.4% | +4.1% |
| 7D | +4.8% | +2.5% | +2.3% | +4.4% |
| 30D | +10.1% | +20.1% | -10.0% | +7.6% |
| 3M | +15.4% | +29.3% | -13.9% | +11.5% |
| 6M | +17.7% | +38.8% | -21.0% | +12.4% |
| YTD | +25.7% | +8.1% | +17.6% | +25.4% |
| 1Y | +39.9% | +22.3% | +17.5% | +36.7% |
| All | +39.9% | +25.6% | +14.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling