+597.3%
ELV vs XHB
+161.2%
+436.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | +3.2% | -4.6% | +7.8% | +4.9% |
| 30D | +5.4% | -9.1% | +14.5% | +8.8% |
| 3M | +5.4% | -8.6% | +13.9% | +7.9% |
| 6M | +45.7% | -4.0% | +49.7% | +45.9% |
| YTD | +21.2% | -3.9% | +25.1% | +21.2% |
| 1Y | +35.6% | -16.5% | +52.1% | +42.4% |
| 3Y | -2.0% | +22.6% | -24.6% | -13.0% |
| 5Y | +26.0% | +33.9% | -7.9% | +5.3% |
| 10Y | +278.7% | +213.0% | +65.7% | +125.4% |
| All | +597.3% | +161.2% | +436.1% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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