+16.3%
ELV vs PL
+84.9%
-68.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | +3.3% | -9.3% | +12.6% | +3.5% |
| 30D | +4.2% | -18.9% | +23.1% | +4.6% |
| 3M | -0.1% | -58.4% | +58.3% | +1.4% |
| 6M | +41.3% | -30.3% | +71.6% | +41.2% |
| YTD | +17.4% | -8.1% | +25.6% | +16.3% |
| 1Y | +35.1% | +180.5% | -145.4% | +29.7% |
| 3Y | -3.2% | +444.1% | -447.4% | -10.8% |
| 5Y | +15.6% | +83.0% | -67.4% | +2.9% |
| All | +16.3% | +84.9% | -68.6% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling