+549.2%
ELV vs ET
+1,447.8%
-898.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.4% |
| 7D | -2.2% | +0.6% | -2.9% | -2.3% |
| 30D | -0.2% | +5.3% | -5.5% | -1.3% |
| 3M | -6.1% | +15.6% | -21.8% | -8.9% |
| 6M | +42.8% | +20.6% | +22.2% | +37.4% |
| YTD | +14.4% | +38.5% | -24.1% | +6.9% |
| 1Y | +28.6% | +35.7% | -7.1% | +20.6% |
| 3Y | -7.4% | +98.4% | -105.8% | -20.7% |
| 5Y | +14.5% | +245.3% | -230.8% | -13.6% |
| 10Y | +257.4% | +173.7% | +83.7% | +163.9% |
| All | +549.2% | +1,447.8% | -898.7% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling