-2.1%
ELV vs ESI
+79.1%
-81.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +1.0% | +5.5% | -4.6% | +0.7% |
| 30D | +0.4% | -7.8% | +8.1% | +0.7% |
| 3M | +8.4% | -15.0% | +23.4% | +9.4% |
| 6M | +8.4% | -24.9% | +33.3% | +10.2% |
| YTD | +24.4% | +33.2% | -8.9% | +18.2% |
| 1Y | +33.5% | +24.9% | +8.6% | +27.4% |
| 3Y | -2.1% | +77.8% | -79.8% | -5.6% |
| All | -2.1% | +79.1% | -81.1% | -5.6% |
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