+14.5%
ELV vs TAP
-0.5%
+15.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.1% |
| 7D | -2.2% | -5.1% | +2.9% | -1.2% |
| 30D | -0.2% | -8.4% | +8.2% | +1.5% |
| 3M | -6.1% | -3.9% | -2.2% | -5.6% |
| 6M | +42.8% | -14.4% | +57.2% | +46.8% |
| YTD | +14.4% | -14.7% | +29.1% | +17.4% |
| 1Y | +28.6% | -18.7% | +47.3% | +33.1% |
| 3Y | -7.4% | -32.6% | +25.2% | -1.3% |
| 5Y | +14.5% | -1.4% | +15.9% | +8.7% |
| All | +14.5% | -0.5% | +15.0% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling