+178.5%
EXE vs ELV
+47.1%
+131.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -0.3% | +3.3% | -3.6% | -0.7% |
| 30D | +8.5% | +4.2% | +4.3% | +7.8% |
| 3M | +5.5% | -0.1% | +5.5% | +5.2% |
| 6M | -5.9% | +41.3% | -47.2% | -11.2% |
| YTD | -9.7% | +17.4% | -27.2% | -12.4% |
| 1Y | +3.6% | +35.1% | -31.5% | -2.1% |
| 3Y | +18.0% | -3.2% | +21.3% | +16.6% |
| 5Y | +109.4% | +15.6% | +93.8% | +96.5% |
| All | +178.5% | +47.1% | +131.4% | +176.1% |
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