+337.2%
IR vs ELV
+169.9%
+167.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.3% | -0.5% | +4.7% | +4.3% |
| 30D | +8.1% | +1.1% | +7.0% | +7.5% |
| 3M | +0.7% | +8.2% | -7.5% | -2.2% |
| 6M | +16.6% | +10.2% | +6.4% | +11.6% |
| YTD | +7.8% | +24.4% | -16.6% | -2.0% |
| 1Y | +9.9% | +33.8% | -23.9% | -2.6% |
| 3Y | +25.2% | -1.4% | +26.6% | +19.3% |
| 5Y | +46.8% | +5.8% | +41.0% | +32.7% |
| All | +337.2% | +169.9% | +167.4% | +174.5% |
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