+251.0%
ELV vs P
+504.9%
-253.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.3% | -8.0% | -2.3% |
| 7D | +1.1% | -9.6% | +10.7% | +1.9% |
| 30D | +1.3% | -33.4% | +34.8% | +5.0% |
| 3M | +6.6% | +14.2% | -7.6% | +3.9% |
| 6M | +11.6% | +31.6% | -20.0% | +6.4% |
| YTD | +21.1% | +53.5% | -32.4% | +12.9% |
| 1Y | +34.2% | +14.2% | +20.1% | +28.3% |
| 3Y | -2.9% | +190.5% | -193.4% | -21.8% |
| 5Y | +4.6% | +256.3% | -251.7% | -20.7% |
| 10Y | +272.8% | +707.9% | -435.0% | +136.5% |
| All | +251.0% | +504.9% | -253.9% | +118.9% |
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