+20.9%
JD vs ELV
-3.3%
+24.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | +7.9% | +1.1% | +6.8% | +7.8% |
| 30D | +4.8% | +1.3% | +3.4% | +4.6% |
| 3M | -13.9% | +6.6% | -20.5% | -14.6% |
| 6M | -5.8% | +11.6% | -17.4% | -7.3% |
| YTD | +2.4% | +21.1% | -18.7% | -0.5% |
| 1Y | -7.5% | +34.2% | -41.8% | -11.3% |
| 3Y | +20.9% | -2.9% | +23.8% | +29.6% |
| All | +20.9% | -3.3% | +24.2% | +29.6% |
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