-2.0%
ELV vs EL
+1.8%
-3.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -0.5% | +2.7% | -3.1% | -0.7% |
| 30D | +1.1% | +10.8% | -9.7% | +0.1% |
| 3M | +8.2% | +26.5% | -18.3% | +5.8% |
| 6M | +10.2% | +31.1% | -20.9% | +7.2% |
| YTD | +24.4% | +6.6% | +17.8% | +22.9% |
| 1Y | +33.8% | +21.8% | +12.0% | +30.8% |
| All | -2.0% | +1.8% | -3.8% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling