+21.9%
ELV vs XE
-50.4%
+72.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -13.5% | +19.0% | +5.6% |
| 7D | +2.8% | -15.7% | +18.5% | +2.9% |
| 30D | +4.9% | -26.6% | +31.5% | +5.3% |
| 3M | +4.9% | -20.3% | +25.2% | +4.1% |
| All | +21.9% | -50.4% | +72.4% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling