+32.8%
NET vs ELV
+34.8%
-2.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -2.1% |
| 7D | -7.0% | +3.3% | -10.3% | -6.8% |
| 30D | -4.8% | +4.2% | -8.9% | -4.5% |
| 3M | +3.8% | -0.1% | +3.9% | +4.2% |
| 6M | +50.0% | +41.3% | +8.8% | +59.0% |
| YTD | +41.5% | +17.4% | +24.0% | +42.1% |
| 1Y | +32.8% | +35.1% | -2.2% | +36.8% |
| All | +32.8% | +34.8% | -2.0% | +36.8% |
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 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