+15.6%
ELV vs XE
-42.7%
+58.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.9% | +8.6% | -1.0% |
| 7D | -2.2% | -4.6% | +2.4% | -2.1% |
| 30D | -0.2% | -16.4% | +16.2% | +0.2% |
| 3M | -6.1% | -15.5% | +9.4% | -6.8% |
| All | +15.6% | -42.7% | +58.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling