+2,419.4%
ELV vs EL
+742.3%
+1,677.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -2.5% |
| 7D | +3.3% | +0.8% | +2.5% | +3.1% |
| 30D | +4.2% | +19.8% | -15.7% | -0.8% |
| 3M | -0.1% | +25.7% | -25.8% | -6.1% |
| 6M | +41.3% | +5.4% | +35.8% | +37.2% |
| YTD | +17.4% | +0.2% | +17.2% | +14.8% |
| 1Y | +35.1% | +20.4% | +14.6% | +25.3% |
| 3Y | -3.2% | -32.1% | +28.9% | -1.3% |
| 5Y | +15.6% | -67.2% | +82.8% | +41.5% |
| 10Y | +276.8% | +31.7% | +245.0% | +193.2% |
| All | +2,419.4% | +742.3% | +1,677.1% | +964.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling