-2.4%
ELV vs EME
+252.2%
-254.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +5.4% |
| 7D | +2.8% | +3.5% | -0.8% | +2.7% |
| 30D | +4.9% | -6.3% | +11.2% | +5.0% |
| 3M | +4.9% | -3.8% | +8.6% | +4.8% |
| 6M | +45.1% | +8.5% | +36.6% | +44.3% |
| YTD | +20.7% | +27.8% | -7.1% | +19.6% |
| 1Y | +35.0% | +22.2% | +12.8% | +34.5% |
| 3Y | -2.4% | +253.5% | -255.9% | -6.4% |
| All | -2.4% | +252.2% | -254.7% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling