+495.1%
ELV vs EMB
+132.1%
+363.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +4.2% | -0.3% | +4.5% | +4.3% |
| 3M | -0.1% | -0.4% | +0.3% | +0.1% |
| 6M | +41.3% | +0.1% | +41.1% | +41.0% |
| YTD | +17.4% | +1.6% | +15.9% | +16.3% |
| 1Y | +35.1% | +5.6% | +29.4% | +30.7% |
| 3Y | -3.2% | +29.8% | -33.1% | -17.4% |
| 5Y | +15.6% | +7.3% | +8.3% | +10.9% |
| 10Y | +276.8% | +30.4% | +246.3% | +223.9% |
| All | +495.1% | +132.1% | +363.0% | +330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling