-2.0%
ELV vs EMB
+30.1%
-32.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | +1.1% | +0.5% | +0.6% | +0.8% |
| 3M | +8.2% | -2.5% | +10.6% | +9.4% |
| 6M | +10.2% | -2.0% | +12.2% | +11.1% |
| YTD | +24.4% | -0.9% | +25.3% | +24.6% |
| 1Y | +33.8% | -0.3% | +34.1% | +33.6% |
| All | -2.0% | +30.1% | -32.1% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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