+13.8%
MSCI vs ELV
+39.2%
-25.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +16.2% | +1.1% | +15.1% | +15.9% |
| 3M | +16.1% | +8.2% | +8.0% | +14.8% |
| 6M | +12.9% | +10.2% | +2.7% | +10.6% |
| YTD | +14.8% | +24.4% | -9.6% | +8.8% |
| 1Y | +13.8% | +33.8% | -20.0% | +6.2% |
| All | +13.8% | +39.2% | -25.4% | +6.2% |
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 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