-6.2%
ELV vs M
+120.4%
-126.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.2% |
| 7D | -0.3% | +2.4% | -2.6% | -0.4% |
| 30D | +2.0% | -11.6% | +13.6% | +2.5% |
| 3M | -3.5% | +1.6% | -5.1% | -3.7% |
| 6M | +40.2% | +25.2% | +15.0% | +38.3% |
| YTD | +15.8% | +3.8% | +12.1% | +15.3% |
| 1Y | +33.2% | +36.3% | -3.2% | +31.3% |
| 3Y | -6.2% | +116.3% | -122.6% | -10.1% |
| All | -6.2% | +120.4% | -126.7% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling