+2,385.0%
ELV vs NSC
+3,258.5%
-873.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.3% | -1.5% | +1.2% | +0.2% |
| 30D | +2.0% | -1.9% | +3.9% | +2.5% |
| 3M | -3.5% | +6.2% | -9.7% | -5.7% |
| 6M | +40.2% | +9.2% | +31.0% | +35.4% |
| YTD | +15.8% | +15.0% | +0.8% | +9.7% |
| 1Y | +33.2% | +21.1% | +12.1% | +23.9% |
| 3Y | -6.2% | +78.6% | -84.8% | -25.5% |
| 5Y | +16.4% | +45.9% | -29.5% | -2.4% |
| 10Y | +259.8% | +326.9% | -67.1% | +108.5% |
| All | +2,385.0% | +3,258.5% | -873.5% | +769.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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