+157.2%
EXC vs ELV
+278.2%
-121.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -2.3% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | -2.4% | +7.2% | -9.5% | -4.5% |
| 3M | -4.0% | +3.4% | -7.4% | -5.4% |
| 6M | -9.8% | +48.6% | -58.4% | -20.8% |
| YTD | +2.3% | +20.6% | -18.3% | -5.1% |
| 1Y | +3.8% | +38.5% | -34.7% | -8.3% |
| 3Y | +19.7% | -2.4% | +22.1% | +15.5% |
| 5Y | +45.6% | +25.3% | +20.3% | +24.6% |
| All | +157.2% | +278.2% | -121.0% | +77.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling