+4,795.4%
ETN vs ELV
+2,525.7%
+2,269.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.8% |
| 7D | +3.5% | +3.2% | +0.3% | +2.4% |
| 30D | -7.5% | +5.4% | -12.9% | -9.3% |
| 3M | +8.3% | +5.4% | +3.0% | +5.6% |
| 6M | +20.2% | +45.7% | -25.5% | +4.8% |
| YTD | +34.7% | +21.2% | +13.5% | +23.6% |
| 1Y | +19.4% | +35.6% | -16.2% | +5.0% |
| 3Y | +85.5% | -2.0% | +87.5% | +75.1% |
| 5Y | +186.6% | +26.0% | +160.6% | +141.0% |
| 10Y | +724.7% | +278.7% | +446.0% | +351.5% |
| All | +4,795.4% | +2,525.7% | +2,269.7% | +1,490.7% |
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