-7.5%
ELV vs NXT
+89.5%
-97.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.4% | -1.2% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -0.2% | -20.0% | +19.8% | +0.2% |
| 3M | -6.1% | -30.9% | +24.8% | -5.5% |
| 6M | +42.8% | -23.8% | +66.6% | +42.8% |
| YTD | +14.4% | -5.4% | +19.8% | +14.0% |
| 1Y | +28.6% | +28.0% | +0.6% | +27.5% |
| All | -7.5% | +89.5% | -97.0% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling