+4.9%
MSCI vs ELV
+5.8%
-0.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.2% |
| 7D | +1.5% | +1.1% | +0.3% | +1.3% |
| 30D | +14.4% | +1.3% | +13.0% | +14.1% |
| 3M | +15.2% | +6.6% | +8.6% | +13.8% |
| 6M | +11.2% | +11.6% | -0.3% | +8.4% |
| YTD | +13.9% | +21.1% | -7.1% | +8.6% |
| 1Y | +12.5% | +34.2% | -21.7% | +4.9% |
| 3Y | +32.3% | -2.9% | +35.2% | +30.7% |
| 5Y | +4.9% | +4.6% | +0.2% | -4.0% |
| All | +4.9% | +5.8% | -0.9% | -4.0% |
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