-61.3%
JD vs ELV
+14.2%
-75.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | -16.0% | +2.0% | -18.0% | -16.2% |
| 3M | -3.2% | -3.5% | +0.3% | -3.0% |
| 6M | +6.1% | +40.2% | -34.1% | +2.1% |
| YTD | -0.1% | +15.8% | -16.0% | -2.1% |
| 1Y | -12.7% | +33.2% | -45.9% | -15.7% |
| 3Y | -6.3% | -6.2% | -0.1% | -5.9% |
| 5Y | -61.3% | +16.4% | -77.8% | -64.2% |
| All | -61.3% | +14.2% | -75.6% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling