+22.0%
ELV vs PL
+28.1%
-6.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.4% | -11.9% | -1.7% |
| 7D | +1.3% | -6.8% | +8.2% | +1.4% |
| 30D | +5.3% | -29.3% | +34.6% | +5.9% |
| 3M | +9.2% | -44.8% | +54.0% | +10.4% |
| 6M | +14.5% | -68.4% | +82.9% | +16.6% |
| YTD | +23.2% | -36.4% | +59.6% | +22.7% |
| 1Y | +38.0% | +0.7% | +37.3% | +35.5% |
| 3Y | -1.5% | +455.3% | -456.9% | -9.7% |
| 5Y | +8.5% | +22.7% | -14.2% | -1.0% |
| All | +22.0% | +28.1% | -6.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling