+8.5%
IR vs ELV
-6.4%
+14.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.5% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -13.6% | +2.0% | -15.6% | -13.8% |
| 3M | +3.7% | -3.5% | +7.2% | +4.0% |
| 6M | -13.1% | +40.2% | -53.2% | -18.1% |
| YTD | -5.1% | +15.8% | -21.0% | -8.2% |
| 1Y | -6.5% | +33.2% | -39.6% | -11.3% |
| 3Y | +8.5% | -6.2% | +14.7% | +3.1% |
| All | +8.5% | -6.4% | +14.9% | +3.1% |
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