-18.9%
EXE vs ELV
+42.6%
-61.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.9% | -3.1% |
| 7D | -4.7% | +4.8% | -9.4% | -4.9% |
| 30D | +1.0% | +10.1% | -9.0% | +0.5% |
| 3M | -5.6% | +15.4% | -21.0% | -6.3% |
| 6M | -12.3% | +17.7% | -30.0% | -13.2% |
| YTD | -19.5% | +25.7% | -45.2% | -19.3% |
| 1Y | -18.9% | +39.9% | -58.7% | -19.0% |
| All | -18.9% | +42.6% | -61.5% | -19.0% |
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