+14.5%
ELV vs EMB
+7.1%
+7.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -0.2% | -0.3% | +0.1% | -0.1% |
| 3M | -6.1% | -0.3% | -5.8% | -6.0% |
| 6M | +42.8% | +0.7% | +42.1% | +42.3% |
| YTD | +14.4% | +1.3% | +13.1% | +13.8% |
| 1Y | +28.6% | +4.7% | +23.9% | +26.4% |
| 3Y | -7.4% | +30.1% | -37.5% | -15.3% |
| 5Y | +14.5% | +6.9% | +7.6% | +21.1% |
| All | +14.5% | +7.1% | +7.3% | +21.1% |
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