-2.1%
ELV vs S
+41.6%
-43.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +1.0% | +2.0% | -1.0% | +0.9% |
| 30D | +0.4% | -2.7% | +3.1% | +0.4% |
| 3M | +8.4% | -6.9% | +15.3% | +8.4% |
| 6M | +8.4% | +38.1% | -29.6% | +7.8% |
| YTD | +24.4% | +48.0% | -23.6% | +23.4% |
| 1Y | +33.5% | +34.5% | -1.0% | +32.4% |
| 3Y | -2.1% | +38.3% | -40.4% | +3.2% |
| All | -2.1% | +41.6% | -43.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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