+212.2%
ELV vs Z
+25.1%
+187.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.6% |
| 7D | +3.3% | -3.0% | +6.3% | +3.6% |
| 30D | +4.2% | -4.2% | +8.3% | +4.4% |
| 3M | -0.1% | -3.7% | +3.6% | 0.0% |
| 6M | +41.3% | -24.5% | +65.8% | +44.0% |
| YTD | +17.4% | -49.3% | +66.7% | +23.9% |
| 1Y | +35.1% | -58.7% | +93.7% | +44.8% |
| 3Y | -3.2% | -34.1% | +30.9% | -2.6% |
| 5Y | +15.6% | -64.5% | +80.2% | +20.7% |
| 10Y | +276.8% | -0.5% | +277.3% | +205.8% |
| All | +212.2% | +25.1% | +187.1% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling