+14.5%
ELV vs Z
-65.8%
+80.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -2.2% | -7.1% | +4.9% | -1.9% |
| 30D | -0.2% | -4.8% | +4.6% | 0.0% |
| 3M | -6.1% | -9.3% | +3.2% | -5.8% |
| 6M | +42.8% | -29.0% | +71.8% | +44.6% |
| YTD | +14.4% | -52.9% | +67.3% | +18.1% |
| 1Y | +28.6% | -63.1% | +91.7% | +34.0% |
| 3Y | -7.4% | -36.9% | +29.5% | -6.6% |
| 5Y | +14.5% | -65.5% | +80.0% | +18.7% |
| All | +14.5% | -65.8% | +80.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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