+680.9%
EXC vs ELV
+2,594.5%
-1,913.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.4% | +1.0% | +0.4% | +1.1% |
| 30D | +8.6% | +0.4% | +8.2% | +8.4% |
| 3M | +2.4% | +8.4% | -6.0% | +0.1% |
| 6M | +6.5% | +8.4% | -2.0% | +3.6% |
| YTD | +9.0% | +24.4% | -15.3% | +1.4% |
| 1Y | +4.6% | +33.5% | -28.9% | -4.7% |
| 3Y | +33.5% | -2.1% | +35.6% | +29.2% |
| 5Y | +41.4% | +5.8% | +35.6% | +32.4% |
| 10Y | +204.3% | +268.9% | -64.6% | +102.3% |
| All | +680.9% | +2,594.5% | -1,913.6% | +234.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling