+22.2%
ELV vs XME
+162.6%
-140.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +3.2% | -4.2% | +7.4% | +3.8% |
| 30D | +5.4% | -2.7% | +8.1% | +5.6% |
| 3M | +5.4% | -3.9% | +9.3% | +5.6% |
| 6M | +45.7% | -1.0% | +46.7% | +44.7% |
| YTD | +21.2% | +9.8% | +11.4% | +17.6% |
| 1Y | +35.6% | +32.5% | +3.1% | +26.9% |
| 3Y | -2.0% | +124.3% | -126.3% | -18.6% |
| All | +22.2% | +162.6% | -140.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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 · 6 months rolling