+2,419.4%
ELV vs ES
+854.4%
+1,565.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | +4.2% | -2.0% | +6.1% | +5.0% |
| 3M | -0.1% | +1.7% | -1.7% | -0.9% |
| 6M | +41.3% | -3.5% | +44.8% | +42.7% |
| YTD | +17.4% | +7.9% | +9.5% | +13.0% |
| 1Y | +35.1% | +17.2% | +17.9% | +24.9% |
| 3Y | -3.2% | +29.3% | -32.6% | -16.6% |
| 5Y | +15.6% | -5.7% | +21.4% | +13.1% |
| 10Y | +276.8% | +85.2% | +191.6% | +170.3% |
| All | +2,419.4% | +854.4% | +1,565.0% | +835.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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