+65.8%
MAR vs ELV
-3.1%
+68.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.7% | -1.2% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | -5.7% | +6.7% | -12.4% | -6.3% |
| 3M | -14.6% | +3.0% | -17.6% | -15.1% |
| 6M | +1.3% | +48.0% | -46.6% | -3.6% |
| YTD | +6.7% | +20.0% | -13.3% | +3.9% |
| 1Y | +26.4% | +37.9% | -11.4% | +21.1% |
| All | +65.8% | -3.1% | +68.8% | +59.9% |
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