+119.3%
F vs ELV
+2,444.2%
-2,325.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +2.1% |
| 7D | +5.3% | +3.3% | +2.0% | +4.1% |
| 30D | +4.6% | +4.2% | +0.4% | +3.1% |
| 3M | -3.7% | -0.1% | -3.6% | -4.4% |
| 6M | +16.8% | +41.3% | -24.4% | +2.4% |
| YTD | +15.3% | +17.4% | -2.1% | +6.8% |
| 1Y | +31.0% | +35.1% | -4.1% | +15.0% |
| 3Y | +45.4% | -3.2% | +48.7% | +38.8% |
| 5Y | +54.7% | +15.6% | +39.1% | +35.7% |
| 10Y | +98.2% | +276.8% | -178.5% | +5.9% |
| All | +119.3% | +2,444.2% | -2,325.0% | -28.8% |
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