+291.3%
IR vs ELV
+154.7%
+136.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.8% |
| 7D | -2.8% | +3.3% | -6.1% | -3.9% |
| 30D | -15.1% | +4.2% | -19.3% | -16.3% |
| 3M | +6.1% | -0.1% | +6.1% | +5.3% |
| 6M | -16.8% | +41.3% | -58.1% | -26.8% |
| YTD | -3.5% | +17.4% | -21.0% | -10.4% |
| 1Y | -3.5% | +35.1% | -38.6% | -14.8% |
| 3Y | +9.5% | -3.2% | +12.7% | +4.9% |
| 5Y | +45.1% | +15.6% | +29.5% | +25.4% |
| All | +291.3% | +154.7% | +136.6% | +151.1% |
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 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