+39.7%
EXC vs ELV
+8.6%
+31.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | -1.1% | -0.3% | -1.2% |
| 30D | +8.3% | +1.8% | +6.5% | +7.9% |
| 3M | +2.6% | +10.5% | -7.9% | +0.8% |
| 6M | +5.2% | +13.5% | -8.3% | +2.5% |
| YTD | +7.5% | +24.3% | -16.8% | +2.4% |
| 1Y | +3.2% | +38.9% | -35.8% | -4.2% |
| 3Y | +29.5% | -1.5% | +31.0% | +28.4% |
| 5Y | +39.7% | +7.3% | +32.4% | +33.4% |
| All | +39.7% | +8.6% | +31.0% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling