-6.2%
ELV vs S
+13.8%
-20.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.3% |
| 7D | -0.3% | -5.8% | +5.5% | -0.2% |
| 30D | +2.0% | -9.2% | +11.2% | +2.1% |
| 3M | -3.5% | +23.4% | -26.9% | -3.8% |
| 6M | +40.2% | +36.9% | +3.3% | +39.4% |
| YTD | +15.8% | +29.5% | -13.7% | +15.2% |
| 1Y | +33.2% | +5.4% | +27.7% | +32.5% |
| 3Y | -6.2% | +14.7% | -20.9% | -6.3% |
| All | -6.2% | +13.8% | -20.0% | -6.3% |
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