+779.7%
EXPE vs ELV
+660.2%
+119.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.4% | -6.5% | -7.4% |
| 7D | -9.8% | -0.3% | -9.5% | -9.7% |
| 30D | -11.5% | +2.0% | -13.5% | -12.2% |
| 3M | +21.7% | -3.5% | +25.2% | +22.6% |
| 6M | +10.4% | +40.2% | -29.8% | -3.5% |
| YTD | -2.5% | +15.8% | -18.4% | -9.6% |
| 1Y | +27.3% | +33.2% | -5.8% | +11.6% |
| 3Y | +153.5% | -6.2% | +159.7% | +143.6% |
| 5Y | +91.1% | +16.4% | +74.7% | +63.5% |
| 10Y | +153.1% | +259.8% | -106.7% | +29.9% |
| All | +779.7% | +660.2% | +119.6% | +157.1% |
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