-6.1%
F vs ELV
+34.6%
-40.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | 0.0% | +0.4% | -0.3% | -0.1% |
| 3M | -13.2% | +8.4% | -21.6% | -14.1% |
| 6M | -10.2% | +8.4% | -18.6% | -11.4% |
| YTD | -4.9% | +24.4% | -29.3% | -12.2% |
| 1Y | -6.1% | +33.5% | -39.6% | -15.9% |
| All | -6.1% | +34.6% | -40.7% | -15.9% |
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