+240.5%
ELV vs P
+485.4%
-244.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -1.9% |
| 7D | +3.3% | +6.5% | -3.2% | +2.6% |
| 30D | +4.2% | +18.8% | -14.7% | +2.0% |
| 3M | -0.1% | +26.7% | -26.8% | -3.1% |
| 6M | +41.3% | +62.2% | -20.9% | +32.6% |
| YTD | +17.4% | +48.5% | -31.1% | +10.8% |
| 1Y | +35.1% | +26.4% | +8.7% | +28.5% |
| 3Y | -3.2% | +159.4% | -162.7% | -20.2% |
| 5Y | +15.6% | +275.8% | -260.2% | -12.6% |
| 10Y | +276.8% | +732.0% | -455.3% | +141.2% |
| All | +240.5% | +485.4% | -244.8% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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