+21.3%
EXC vs ELV
-6.4%
+27.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -2.7% | +2.0% | -4.7% | -2.9% |
| 3M | -1.0% | -3.5% | +2.5% | -0.7% |
| 6M | -9.3% | +40.2% | -49.5% | -13.0% |
| YTD | +3.6% | +15.8% | -12.2% | +1.3% |
| 1Y | +5.9% | +33.2% | -27.3% | +1.3% |
| 3Y | +21.3% | -6.2% | +27.5% | +20.3% |
| All | +21.3% | -6.4% | +27.6% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling