+2,568.1%
ELV vs TAP
+187.3%
+2,380.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.3% | -1.0% |
| 7D | +1.0% | +1.3% | -0.3% | +0.6% |
| 30D | +0.4% | +5.7% | -5.3% | -1.5% |
| 3M | +8.4% | -1.9% | +10.3% | +8.6% |
| 6M | +8.4% | +0.9% | +7.5% | +7.3% |
| YTD | +24.4% | -9.5% | +33.9% | +26.4% |
| 1Y | +33.5% | -9.0% | +42.5% | +35.3% |
| 3Y | -2.1% | -22.2% | +20.2% | +2.5% |
| 5Y | +5.8% | +1.2% | +4.6% | -0.3% |
| 10Y | +268.9% | -46.1% | +315.0% | +297.0% |
| All | +2,568.1% | +187.3% | +2,380.8% | +1,575.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling