-2.0%
ELV vs ETR
+143.8%
-145.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.2% | -1.8% | +5.0% | +3.4% |
| 30D | +5.4% | -1.8% | +7.1% | +5.5% |
| 3M | +5.4% | -3.6% | +8.9% | +5.6% |
| 6M | +45.7% | +2.6% | +43.1% | +44.9% |
| YTD | +21.2% | +16.0% | +5.2% | +18.7% |
| 1Y | +35.6% | +20.1% | +15.5% | +32.3% |
| 3Y | -2.0% | +143.6% | -145.6% | -19.3% |
| All | -2.0% | +143.8% | -145.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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