+2,385.0%
ELV vs ETR
+1,375.1%
+1,009.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.8% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | +2.0% | +1.9% | +0.1% | +1.1% |
| 3M | -3.5% | +1.0% | -4.5% | -4.1% |
| 6M | +40.2% | +4.8% | +35.3% | +36.3% |
| YTD | +15.8% | +19.5% | -3.7% | +6.4% |
| 1Y | +33.2% | +28.1% | +5.1% | +18.6% |
| 3Y | -6.2% | +151.1% | -157.4% | -39.6% |
| 5Y | +16.4% | +125.2% | -108.7% | -22.2% |
| 10Y | +259.8% | +291.1% | -31.4% | +89.5% |
| All | +2,385.0% | +1,375.1% | +1,009.9% | +826.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling