+663.7%
ELV vs XME
+170.7%
+493.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.4% |
| 7D | +1.0% | +0.3% | +0.6% | +0.8% |
| 30D | +0.4% | -6.1% | +6.5% | +1.6% |
| 3M | +8.4% | -18.6% | +27.0% | +13.4% |
| 6M | +8.4% | -23.9% | +32.3% | +14.7% |
| YTD | +24.4% | -9.3% | +33.7% | +24.4% |
| 1Y | +33.5% | +1.8% | +31.7% | +29.4% |
| 3Y | -2.1% | +93.0% | -95.1% | -22.3% |
| 5Y | +5.8% | +107.0% | -101.2% | -19.8% |
| 10Y | +268.9% | +266.9% | +2.0% | +124.2% |
| All | +663.7% | +170.7% | +493.0% | +302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling