+280.4%
EMR vs ELV
+268.6%
+11.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +2.8% | +1.0% | +1.9% | +2.5% |
| 30D | +3.7% | +0.4% | +3.3% | +3.4% |
| 3M | +2.0% | +8.4% | -6.3% | -1.0% |
| 6M | +22.1% | +8.4% | +13.7% | +17.5% |
| YTD | +27.2% | +24.4% | +2.9% | +15.5% |
| 1Y | +32.0% | +33.5% | -1.5% | +16.8% |
| 3Y | +103.3% | -2.1% | +105.3% | +93.7% |
| 5Y | +88.2% | +5.8% | +82.4% | +68.3% |
| All | +280.4% | +268.6% | +11.8% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling