+33.5%
ELV vs M
+24.3%
+9.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.2% |
| 7D | +1.0% | +7.0% | -6.1% | +0.3% |
| 30D | +0.4% | +8.9% | -8.5% | -0.4% |
| 3M | +8.4% | +4.5% | +3.9% | +8.0% |
| 6M | +8.4% | +36.2% | -27.8% | +2.7% |
| YTD | +24.4% | +15.1% | +9.2% | +22.0% |
| 1Y | +33.5% | +27.4% | +6.0% | +27.9% |
| All | +33.5% | +24.3% | +9.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling