+230.6%
ELV vs Z
+7.8%
+222.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.4% |
| 7D | +1.0% | +0.8% | +0.1% | +0.8% |
| 30D | +0.4% | +5.2% | -4.8% | -0.2% |
| 3M | +8.4% | -17.0% | +25.4% | +9.8% |
| 6M | +8.4% | -22.7% | +31.1% | +10.2% |
| YTD | +24.4% | -56.3% | +80.7% | +32.5% |
| 1Y | +33.5% | -57.7% | +91.1% | +42.5% |
| 3Y | -2.1% | -16.5% | +14.5% | -3.9% |
| 5Y | +5.8% | -53.4% | +59.2% | +6.9% |
| 10Y | +268.9% | -15.9% | +284.8% | +203.5% |
| All | +230.6% | +7.8% | +222.9% | +152.6% |
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