+159.0%
EXC vs ELV
+258.8%
-99.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +0.3% | -2.2% | +2.5% | +1.0% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | -2.7% | -6.1% | +3.4% | -1.4% |
| 6M | -9.4% | +42.8% | -52.2% | -19.5% |
| YTD | +3.0% | +14.4% | -11.4% | -2.9% |
| 1Y | +5.1% | +28.6% | -23.5% | -5.0% |
| 3Y | +20.6% | -7.4% | +28.0% | +18.2% |
| 5Y | +45.7% | +14.5% | +31.3% | +28.6% |
| All | +159.0% | +258.8% | -99.8% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling