+2,500.0%
ELV vs NTRS
+556.2%
+1,943.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.2% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | +5.4% | -0.7% | +6.0% | +5.6% |
| 3M | +5.4% | +11.3% | -6.0% | +1.5% |
| 6M | +45.7% | +35.5% | +10.2% | +31.1% |
| YTD | +21.2% | +40.6% | -19.4% | +7.5% |
| 1Y | +35.6% | +49.2% | -13.6% | +17.6% |
| 3Y | -2.0% | +167.2% | -169.2% | -32.8% |
| 5Y | +26.0% | +94.9% | -68.9% | -6.3% |
| 10Y | +278.7% | +259.5% | +19.3% | +119.2% |
| All | +2,500.0% | +556.2% | +1,943.8% | +904.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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