+16.4%
MSCI vs ELV
+34.6%
-18.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +2.7% | +1.0% | +1.7% | +2.5% |
| 30D | +17.4% | +0.4% | +17.0% | +17.3% |
| 3M | +14.8% | +8.4% | +6.5% | +13.4% |
| 6M | +16.1% | +8.4% | +7.7% | +14.1% |
| YTD | +16.0% | +24.4% | -8.4% | +10.0% |
| 1Y | +16.4% | +33.5% | -17.1% | +8.9% |
| All | +16.4% | +34.6% | -18.1% | +8.9% |
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 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