-6.2%
ELV vs TAP
-31.5%
+25.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.7% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | +2.0% | -9.4% | +11.4% | +3.5% |
| 3M | -3.5% | -0.8% | -2.7% | -3.5% |
| 6M | +40.2% | -14.7% | +54.9% | +43.8% |
| YTD | +15.8% | -13.9% | +29.8% | +18.3% |
| 1Y | +33.2% | -18.6% | +51.8% | +37.3% |
| 3Y | -6.2% | -32.0% | +25.8% | -3.3% |
| All | -6.2% | -31.5% | +25.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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