+2,419.4%
ELV vs M
+181.4%
+2,238.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.3% | -2.2% |
| 7D | +3.3% | +4.7% | -1.4% | +2.5% |
| 30D | +4.2% | -9.6% | +13.8% | +5.9% |
| 3M | -0.1% | +0.9% | -0.9% | -0.7% |
| 6M | +41.3% | +22.3% | +19.0% | +35.4% |
| YTD | +17.4% | +6.5% | +10.9% | +15.0% |
| 1Y | +35.1% | +38.8% | -3.7% | +26.0% |
| 3Y | -3.2% | +115.9% | -119.2% | -20.7% |
| 5Y | +15.6% | +28.6% | -13.0% | -2.7% |
| 10Y | +276.8% | -2.5% | +279.3% | +182.6% |
| All | +2,419.4% | +181.4% | +2,238.0% | +967.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling