-17.4%
JD vs ELV
+30.5%
-47.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | -3.0% | -2.2% | -0.8% | -2.7% |
| 30D | -19.3% | -0.2% | -19.1% | -19.3% |
| 3M | -6.0% | -6.1% | +0.1% | -5.6% |
| 6M | +1.8% | +42.8% | -41.0% | -4.2% |
| YTD | -2.6% | +14.4% | -17.0% | -5.7% |
| 1Y | -17.4% | +28.6% | -46.1% | -19.8% |
| All | -17.4% | +30.5% | -47.9% | -19.8% |
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