+2,419.4%
ELV vs TAP
+185.0%
+2,234.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +3.3% | -2.3% | +5.6% | +4.0% |
| 30D | +4.2% | -2.1% | +6.3% | +4.7% |
| 3M | -0.1% | +6.6% | -6.7% | -2.4% |
| 6M | +41.3% | -11.5% | +52.7% | +45.4% |
| YTD | +17.4% | -10.3% | +27.7% | +20.0% |
| 1Y | +35.1% | -14.4% | +49.5% | +39.6% |
| 3Y | -3.2% | -28.3% | +25.0% | +3.9% |
| 5Y | +15.6% | +1.7% | +13.9% | +9.0% |
| 10Y | +276.8% | -49.2% | +326.0% | +313.6% |
| All | +2,419.4% | +185.0% | +2,234.4% | +1,490.8% |
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