+2,417.1%
MSCI vs ELV
+534.9%
+1,882.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +0.4% | +3.3% | -2.9% | -0.7% |
| 30D | +0.6% | +4.2% | -3.6% | -0.8% |
| 3M | -7.1% | -0.1% | -7.0% | -7.7% |
| 6M | +0.8% | +41.3% | -40.4% | -10.9% |
| YTD | +1.0% | +17.4% | -16.4% | -5.8% |
| 1Y | +4.3% | +35.1% | -30.7% | -7.7% |
| 3Y | +9.9% | -3.2% | +13.2% | +5.4% |
| 5Y | -6.8% | +15.6% | -22.4% | -17.6% |
| 10Y | +614.7% | +276.8% | +337.9% | +302.2% |
| All | +2,417.1% | +534.9% | +1,882.2% | +727.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling