+4.4%
EXC vs ELV
+34.8%
-30.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | +0.3% | +3.3% | -3.0% | +0.1% |
| 30D | -3.7% | +4.2% | -7.9% | -4.0% |
| 3M | -1.3% | -0.1% | -1.2% | -1.2% |
| 6M | -9.7% | +41.3% | -51.0% | -11.8% |
| YTD | +2.9% | +17.4% | -14.5% | +1.0% |
| 1Y | +4.4% | +35.1% | -30.7% | +0.5% |
| All | +4.4% | +34.8% | -30.4% | +0.5% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling