-13.6%
ELV vs NXT
+171.8%
-185.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% |
| 3Y | -7.4% | +93.3% | -100.7% | -10.0% |
| All | -13.6% | +171.8% | -185.4% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling