+2,805.8%
MAR vs ELV
+2,409.5%
+396.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -6.9% | +2.0% | -8.9% | -7.6% |
| 3M | -15.8% | -3.5% | -12.3% | -15.4% |
| 6M | +1.9% | +40.2% | -38.2% | -10.9% |
| YTD | +6.6% | +15.8% | -9.2% | -1.0% |
| 1Y | +23.7% | +33.2% | -9.5% | +8.6% |
| 3Y | +64.6% | -6.2% | +70.8% | +58.6% |
| 5Y | +156.4% | +16.4% | +139.9% | +121.2% |
| 10Y | +415.4% | +259.8% | +155.6% | +175.9% |
| All | +2,805.8% | +2,409.5% | +396.2% | +776.7% |
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