-3.5%
IR vs ELV
+34.8%
-38.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.5% |
| 7D | -2.8% | +3.3% | -6.1% | -3.2% |
| 30D | -15.1% | +4.2% | -19.3% | -15.6% |
| 3M | +6.1% | -0.1% | +6.1% | +6.0% |
| 6M | -16.8% | +41.3% | -58.1% | -23.7% |
| YTD | -3.5% | +17.4% | -21.0% | -8.8% |
| 1Y | -3.5% | +35.1% | -38.6% | -11.9% |
| All | -3.5% | +34.8% | -38.3% | -11.9% |
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