+88.3%
EXPE vs ELV
+14.8%
+73.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.5% |
| 7D | -11.5% | -2.2% | -9.3% | -11.2% |
| 30D | -13.1% | -0.2% | -12.9% | -13.0% |
| 3M | +18.1% | -6.1% | +24.3% | +19.0% |
| 6M | +13.3% | +42.8% | -29.6% | +6.8% |
| YTD | -3.2% | +14.4% | -17.6% | -5.7% |
| 1Y | +26.1% | +28.6% | -2.5% | +20.2% |
| 3Y | +151.7% | -7.4% | +159.1% | +150.0% |
| 5Y | +88.3% | +14.5% | +73.9% | +74.6% |
| All | +88.3% | +14.8% | +73.6% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling