-2.0%
ELV vs PL
+540.6%
-542.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.1% |
| 7D | -0.5% | +22.3% | -22.7% | -0.7% |
| 30D | +1.1% | -8.3% | +9.4% | +1.2% |
| 3M | +8.2% | -43.3% | +51.4% | +8.9% |
| 6M | +10.2% | -65.8% | +76.1% | +11.3% |
| YTD | +24.4% | -29.5% | +53.9% | +23.5% |
| 1Y | +33.8% | +11.7% | +22.1% | +31.3% |
| All | -2.0% | +540.6% | -542.6% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling