+1,115.9%
EMR vs ELV
+2,444.2%
-1,328.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.3% |
| 7D | -1.5% | +3.3% | -4.8% | -2.6% |
| 30D | -5.6% | +4.2% | -9.8% | -7.0% |
| 3M | +7.9% | -0.1% | +8.0% | +7.1% |
| 6M | +6.0% | +41.3% | -35.2% | -6.6% |
| YTD | +16.4% | +17.4% | -1.0% | +8.2% |
| 1Y | +16.6% | +35.1% | -18.4% | +3.0% |
| 3Y | +62.9% | -3.2% | +66.1% | +55.4% |
| 5Y | +60.1% | +15.6% | +44.5% | +40.1% |
| 10Y | +268.7% | +276.8% | -8.0% | +107.6% |
| All | +1,115.9% | +2,444.2% | -1,328.4% | +291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling