+4.6%
ELV vs M
-2.8%
+7.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.1% | -9.8% | -2.3% |
| 7D | +1.1% | +2.5% | -1.4% | +0.9% |
| 30D | +1.3% | +10.1% | -8.7% | +0.6% |
| 3M | +6.6% | -0.9% | +7.5% | +6.5% |
| 6M | +11.6% | +30.2% | -18.6% | +9.1% |
| YTD | +21.1% | +16.3% | +4.8% | +19.2% |
| 1Y | +34.2% | +27.0% | +7.3% | +31.3% |
| 3Y | -2.9% | +154.5% | -157.4% | -12.0% |
| 5Y | +4.6% | -1.1% | +5.7% | +0.8% |
| All | +4.6% | -2.8% | +7.4% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling