+2,327.9%
NDAQ vs ELV
+1,432.7%
+895.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.3% |
| 7D | -2.4% | +3.3% | -5.8% | -3.5% |
| 30D | +2.5% | +4.2% | -1.7% | +1.0% |
| 3M | +9.9% | -0.1% | +10.0% | +9.4% |
| 6M | +9.4% | +41.3% | -31.8% | -3.1% |
| YTD | +0.4% | +17.4% | -17.0% | -6.3% |
| 1Y | +4.0% | +35.1% | -31.0% | -7.9% |
| 3Y | +94.4% | -3.2% | +97.6% | +86.0% |
| 5Y | +56.7% | +15.6% | +41.1% | +36.6% |
| 10Y | +375.3% | +276.8% | +98.5% | +147.2% |
| All | +2,327.9% | +1,432.7% | +895.2% | +556.8% |
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