+127.7%
EXPE vs ELV
+268.6%
-140.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -0.5% | +1.0% | -1.4% | -0.8% |
| 30D | -6.1% | +0.4% | -6.5% | -6.1% |
| 3M | -21.3% | +8.4% | -29.7% | -23.2% |
| 6M | +19.0% | +8.4% | +10.6% | +15.5% |
| YTD | -8.4% | +24.4% | -32.8% | -16.0% |
| 1Y | -2.8% | +33.5% | -36.3% | -13.0% |
| 3Y | +120.8% | -2.1% | +122.8% | +112.0% |
| 5Y | +46.2% | +5.8% | +40.4% | +32.4% |
| All | +127.7% | +268.6% | -140.9% | +41.4% |
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