+147.5%
GE vs ELV
+278.6%
-131.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -2.3% |
| 7D | -4.0% | +2.8% | -6.7% | -4.9% |
| 30D | -11.4% | +4.9% | -16.3% | -12.8% |
| 3M | -2.6% | +4.9% | -7.5% | -4.8% |
| 6M | -0.3% | +45.1% | -45.4% | -12.6% |
| YTD | +5.4% | +20.7% | -15.3% | -2.9% |
| 1Y | +15.5% | +35.0% | -19.5% | +2.0% |
| 3Y | +260.8% | -2.4% | +263.2% | +246.0% |
| 5Y | +421.6% | +25.5% | +396.2% | +336.3% |
| All | +147.5% | +278.6% | -131.1% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling