+732.4%
EXPE vs ELV
+715.8%
+16.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -17.8% | -1.1% | -16.7% | -17.4% |
| 30D | -3.2% | +1.8% | -5.0% | -3.7% |
| 3M | -19.0% | +10.5% | -29.5% | -21.8% |
| 6M | +17.7% | +13.5% | +4.3% | +11.7% |
| YTD | -7.8% | +24.3% | -32.1% | -16.5% |
| 1Y | -1.4% | +38.9% | -40.3% | -14.4% |
| 3Y | +121.9% | -1.5% | +123.4% | +109.9% |
| 5Y | +44.3% | +7.3% | +37.0% | +28.8% |
| 10Y | +125.4% | +268.7% | -143.3% | +15.4% |
| All | +732.4% | +715.8% | +16.6% | +137.3% |
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 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