+5.8%
ELV vs EMB
+7.3%
-1.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | +1.1% | +0.5% | +0.6% | +0.9% |
| 3M | +8.2% | -2.5% | +10.6% | +9.1% |
| 6M | +10.2% | -2.0% | +12.2% | +11.0% |
| YTD | +24.4% | -0.9% | +25.3% | +24.7% |
| 1Y | +33.8% | -0.3% | +34.1% | +33.8% |
| 3Y | -1.4% | +29.2% | -30.6% | -9.4% |
| 5Y | +5.8% | +7.4% | -1.6% | +5.5% |
| All | +5.8% | +7.3% | -1.5% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling