+50.0%
EXPE vs ELV
+42.6%
+7.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.9% | +5.6% | +9.7% |
| 7D | +14.6% | +4.8% | +9.9% | +13.8% |
| 30D | +21.4% | +10.1% | +11.4% | +20.1% |
| 3M | +1.4% | +15.4% | -14.0% | 0.0% |
| 6M | +28.6% | +17.7% | +10.9% | +26.6% |
| YTD | +12.1% | +25.7% | -13.5% | +10.0% |
| 1Y | +50.0% | +39.9% | +10.2% | +43.7% |
| All | +50.0% | +42.6% | +7.4% | +43.7% |
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