+266.1%
GE vs ELV
-1.5%
+267.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.7% | +1.0% | +1.7% | +2.6% |
| 30D | +8.1% | +0.4% | +7.7% | +8.0% |
| 3M | -7.9% | +8.4% | -16.2% | -8.7% |
| 6M | +12.9% | +8.4% | +4.5% | +11.7% |
| YTD | +8.2% | +24.4% | -16.2% | +4.7% |
| 1Y | +9.7% | +33.5% | -23.8% | +5.3% |
| 3Y | +266.1% | -2.1% | +268.2% | +258.0% |
| All | +266.1% | -1.5% | +267.6% | +258.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling