+273.7%
ELV vs EME
+1,362.1%
-1,088.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.5% |
| 7D | +3.2% | +3.5% | -0.3% | +2.3% |
| 30D | +5.4% | -6.3% | +11.7% | +6.8% |
| 3M | +5.4% | -3.8% | +9.1% | +5.3% |
| 6M | +45.7% | +8.5% | +37.2% | +40.5% |
| YTD | +21.2% | +27.8% | -6.6% | +11.5% |
| 1Y | +35.6% | +22.2% | +13.4% | +25.2% |
| 3Y | -2.0% | +253.5% | -255.5% | -39.3% |
| 5Y | +26.0% | +578.6% | -552.6% | -40.8% |
| All | +273.7% | +1,362.1% | -1,088.4% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling