+169.7%
EXE vs ELV
+51.1%
+118.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -2.6% |
| 7D | -3.1% | +2.8% | -5.9% | -3.6% |
| 30D | -0.9% | +4.9% | -5.8% | -1.6% |
| 3M | +9.6% | +4.9% | +4.7% | +8.5% |
| 6M | -11.6% | +45.1% | -56.7% | -16.9% |
| YTD | -12.6% | +20.7% | -33.2% | -15.6% |
| 1Y | +1.2% | +35.0% | -33.9% | -4.3% |
| 3Y | +18.0% | -2.4% | +20.5% | +16.7% |
| 5Y | +101.1% | +25.5% | +75.6% | +86.8% |
| All | +169.7% | +51.1% | +118.6% | +166.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling