-6.3%
ELV vs ESI
+83.5%
-89.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.4% |
| 7D | -0.3% | +5.4% | -5.7% | -0.7% |
| 30D | +2.0% | -4.2% | +6.2% | +2.3% |
| 3M | -3.5% | -9.6% | +6.1% | -3.2% |
| 6M | +40.2% | +18.3% | +21.9% | +35.8% |
| YTD | +15.8% | +45.8% | -30.0% | +9.7% |
| 1Y | +33.2% | +39.2% | -6.0% | +26.4% |
| All | -6.3% | +83.5% | -89.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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