+327.1%
NET vs ELV
-3.7%
+330.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -2.0% |
| 7D | -7.0% | +3.3% | -10.3% | -6.9% |
| 30D | -4.8% | +4.2% | -8.9% | -4.6% |
| 3M | +3.8% | -0.1% | +3.9% | +4.0% |
| 6M | +50.0% | +41.3% | +8.8% | +53.6% |
| YTD | +41.5% | +17.4% | +24.0% | +42.5% |
| 1Y | +32.8% | +35.1% | -2.2% | +34.5% |
| All | +327.1% | -3.7% | +330.8% | +316.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling