+1,129.9%
ELV vs MKTX
+1,442.6%
-312.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +5.4% | +0.7% | +4.6% | +5.2% |
| 3M | +5.4% | +40.8% | -35.4% | -1.5% |
| 6M | +45.7% | -8.0% | +53.7% | +46.5% |
| YTD | +21.2% | -8.7% | +29.9% | +21.8% |
| 1Y | +35.6% | -11.8% | +47.5% | +37.0% |
| 3Y | -2.0% | -24.0% | +22.0% | -0.3% |
| 5Y | +26.0% | -60.3% | +86.3% | +41.0% |
| 10Y | +278.7% | +5.0% | +273.7% | +249.4% |
| All | +1,129.9% | +1,442.6% | -312.7% | +572.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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