-2.4%
ELV vs ET
+96.2%
-98.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.5% |
| 7D | +2.8% | +0.2% | +2.5% | +2.7% |
| 30D | +4.9% | +2.9% | +2.0% | +4.7% |
| 3M | +4.9% | +16.8% | -11.9% | +3.7% |
| 6M | +45.1% | +18.9% | +26.2% | +43.4% |
| YTD | +20.7% | +37.7% | -17.0% | +18.6% |
| 1Y | +35.0% | +32.4% | +2.6% | +32.9% |
| 3Y | -2.4% | +99.5% | -101.9% | -14.7% |
| All | -2.4% | +96.2% | -98.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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