+22.2%
ELV vs NYT
+38.8%
-16.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | +3.2% | -0.6% | +3.8% | +3.2% |
| 30D | +5.4% | +4.6% | +0.8% | +5.0% |
| 3M | +5.4% | -9.6% | +14.9% | +5.8% |
| 6M | +45.7% | -14.0% | +59.7% | +46.9% |
| YTD | +21.2% | -2.8% | +24.0% | +20.7% |
| 1Y | +35.6% | +15.6% | +20.0% | +32.8% |
| 3Y | -2.0% | +56.3% | -58.3% | -8.1% |
| All | +22.2% | +38.8% | -16.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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