-1.2%
MSCI vs ELV
+30.5%
-31.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.7% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | -1.2% | -0.2% | -1.0% | -1.1% |
| 3M | -8.4% | -6.1% | -2.3% | -7.8% |
| 6M | -1.0% | +42.8% | -43.9% | -6.9% |
| YTD | -2.3% | +14.4% | -16.6% | -5.1% |
| 1Y | -1.2% | +28.6% | -29.8% | -4.5% |
| All | -1.2% | +30.5% | -31.7% | -4.5% |
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