+33.5%
ELV vs NXT
-0.4%
+33.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.1% |
| 7D | +1.0% | -9.4% | +10.4% | +1.3% |
| 30D | +0.4% | +15.1% | -14.7% | -0.2% |
| 3M | +8.4% | -9.1% | +17.5% | +8.9% |
| 6M | +8.4% | -30.3% | +38.7% | +10.3% |
| YTD | +24.4% | +9.1% | +15.3% | +14.6% |
| 1Y | +33.5% | +7.9% | +25.6% | +23.0% |
| All | +33.5% | -0.4% | +33.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling