+3.4%
EXC vs ELV
+42.6%
-39.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | +1.3% |
| 7D | +3.3% | +4.8% | -1.5% | +3.0% |
| 30D | +13.3% | +10.1% | +3.2% | +12.7% |
| 3M | +1.8% | +15.4% | -13.5% | +1.1% |
| 6M | +1.1% | +17.7% | -16.6% | +0.3% |
| YTD | +9.0% | +25.7% | -16.6% | +6.7% |
| 1Y | +3.4% | +39.9% | -36.5% | -1.9% |
| All | +3.4% | +42.6% | -39.3% | -1.9% |
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