+2,497.1%
ELV vs M
+207.2%
+2,289.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.1% | -9.8% | -3.1% |
| 7D | +1.1% | +2.5% | -1.4% | +0.6% |
| 30D | +1.3% | +10.1% | -8.7% | -0.4% |
| 3M | +6.6% | -0.9% | +7.5% | +6.3% |
| 6M | +11.6% | +30.2% | -18.6% | +5.6% |
| YTD | +21.1% | +16.3% | +4.8% | +16.5% |
| 1Y | +34.2% | +27.0% | +7.3% | +27.0% |
| 3Y | -2.9% | +154.5% | -157.4% | -22.8% |
| 5Y | +4.6% | -1.1% | +5.7% | -6.5% |
| 10Y | +272.8% | +0.5% | +272.3% | +178.7% |
| All | +2,497.1% | +207.2% | +2,289.9% | +980.3% |
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