+454.8%
ELV vs ESI
+224.6%
+230.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.3% |
| 7D | +3.3% | +3.3% | 0.0% | +2.6% |
| 30D | +4.2% | -5.9% | +10.0% | +5.2% |
| 3M | -0.1% | -14.1% | +14.0% | +2.1% |
| 6M | +41.3% | +6.6% | +34.7% | +37.2% |
| YTD | +17.4% | +45.0% | -27.6% | +7.0% |
| 1Y | +35.1% | +41.5% | -6.4% | +23.4% |
| 3Y | -3.2% | +78.8% | -82.0% | -17.7% |
| 5Y | +15.6% | +70.9% | -55.3% | -2.5% |
| 10Y | +276.8% | +317.1% | -40.3% | +152.0% |
| All | +454.8% | +224.6% | +230.2% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling