+18.9%
ELV vs ETR
+126.1%
-107.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -0.2% | +2.0% | -2.2% | -0.7% |
| 3M | -6.1% | -1.7% | -4.4% | -5.9% |
| 6M | +42.8% | +3.6% | +39.2% | +40.8% |
| YTD | +14.4% | +18.0% | -3.7% | +8.7% |
| 1Y | +28.6% | +26.2% | +2.4% | +19.9% |
| 3Y | -7.4% | +148.0% | -155.4% | -34.4% |
| All | +18.9% | +126.1% | -107.1% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling