+3.2%
EXC vs ELV
+42.8%
-39.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | -1.1% | -0.3% | -1.3% |
| 30D | +8.3% | +1.8% | +6.5% | +8.2% |
| 3M | +2.6% | +10.5% | -7.9% | +2.1% |
| 6M | +5.2% | +13.5% | -8.3% | +4.7% |
| YTD | +7.5% | +24.3% | -16.8% | +5.3% |
| 1Y | +3.2% | +38.9% | -35.8% | -2.4% |
| All | +3.2% | +42.8% | -39.6% | -2.4% |
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 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