-11.3%
ELV vs NXT
+178.8%
-190.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | +3.3% | -1.1% | +4.4% | +3.3% |
| 30D | +4.2% | -15.3% | +19.5% | +4.5% |
| 3M | -0.1% | -43.8% | +43.7% | +1.1% |
| 6M | +41.3% | -18.7% | +59.9% | +41.0% |
| YTD | +17.4% | -3.0% | +20.4% | +17.0% |
| 1Y | +35.1% | +22.7% | +12.3% | +33.9% |
| 3Y | -3.2% | +95.9% | -99.2% | -6.0% |
| All | -11.3% | +178.8% | -190.1% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling