+85.5%
ETN vs ELV
-2.1%
+87.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +4.0% |
| 7D | +3.5% | +3.2% | +0.3% | +3.6% |
| 30D | -7.5% | +5.4% | -12.9% | -7.5% |
| 3M | +8.3% | +5.4% | +3.0% | +8.3% |
| 6M | +20.2% | +45.7% | -25.5% | +19.6% |
| YTD | +34.7% | +21.2% | +13.5% | +33.7% |
| 1Y | +19.4% | +35.6% | -16.2% | +18.9% |
| 3Y | +85.5% | -2.0% | +87.5% | +80.3% |
| All | +85.5% | -2.1% | +87.6% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling