+12.4%
EMR vs ELV
+35.4%
-23.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.7% |
| 7D | -0.4% | +2.8% | -3.2% | -0.7% |
| 30D | -6.8% | +4.9% | -11.7% | -7.2% |
| 3M | +7.5% | +4.9% | +2.6% | +6.7% |
| 6M | +9.9% | +45.1% | -35.2% | +3.0% |
| YTD | +16.0% | +20.7% | -4.7% | +11.2% |
| 1Y | +12.4% | +35.0% | -22.6% | +6.0% |
| All | +12.4% | +35.4% | -23.0% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling