+86.6%
F vs ELV
+2,568.9%
-2,482.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +1.6% | +1.3% | +0.2% | +1.1% |
| 30D | +2.6% | +5.3% | -2.6% | +0.7% |
| 3M | -8.8% | +9.2% | -18.0% | -11.7% |
| 6M | +4.6% | +14.5% | -9.9% | -1.2% |
| YTD | -1.9% | +23.2% | -25.1% | -10.7% |
| 1Y | -0.8% | +38.0% | -38.8% | -13.4% |
| 3Y | +43.5% | -1.5% | +45.0% | +36.2% |
| 5Y | -12.1% | +8.5% | -20.6% | -20.8% |
| 10Y | +83.6% | +309.5% | -225.9% | -4.6% |
| All | +86.6% | +2,568.9% | -2,482.4% | -40.5% |
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