-2.3%
F vs ELV
+41.6%
-43.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -1.1% |
| 7D | +1.0% | +3.8% | -2.9% | +0.4% |
| 30D | +2.1% | +4.1% | -2.0% | +1.5% |
| 3M | -10.3% | +8.5% | -18.8% | -11.2% |
| 6M | +3.3% | +14.6% | -11.3% | +0.9% |
| YTD | -2.0% | +24.4% | -26.3% | -9.3% |
| 1Y | -2.3% | +44.2% | -46.5% | -15.0% |
| All | -2.3% | +41.6% | -43.8% | -15.0% |
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