-11.4%
MSCI vs ELV
+14.2%
-25.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.5% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -1.7% | +2.0% | -3.7% | -2.1% |
| 3M | -8.2% | -3.5% | -4.7% | -7.9% |
| 6M | -2.4% | +40.2% | -42.6% | -9.2% |
| YTD | -2.8% | +15.8% | -18.7% | -6.5% |
| 1Y | -2.7% | +33.2% | -35.8% | -9.1% |
| 3Y | +7.3% | -6.2% | +13.5% | +6.6% |
| 5Y | -11.4% | +16.4% | -27.8% | -17.0% |
| All | -11.4% | +14.2% | -25.6% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling