+669.6%
ELV vs INDA
+111.6%
+558.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -0.7% |
| 7D | -0.3% | -1.0% | +0.7% | +0.2% |
| 30D | +2.0% | -2.5% | +4.5% | +3.1% |
| 3M | -3.5% | +4.0% | -7.5% | -5.2% |
| 6M | +40.2% | -1.8% | +42.0% | +40.7% |
| YTD | +15.8% | -9.2% | +25.0% | +20.2% |
| 1Y | +33.2% | -7.2% | +40.4% | +36.8% |
| 3Y | -6.2% | +9.8% | -16.1% | -11.4% |
| 5Y | +16.4% | +7.5% | +8.9% | +10.3% |
| 10Y | +259.8% | +80.8% | +179.0% | +160.2% |
| All | +669.6% | +111.6% | +558.0% | +434.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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