+97.2%
NI vs ELV
+24.6%
+72.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.4% |
| 7D | 0.0% | +2.8% | -2.7% | -0.4% |
| 30D | -1.4% | +4.9% | -6.3% | -2.1% |
| 3M | -10.6% | +4.9% | -15.5% | -11.4% |
| 6M | -9.3% | +45.1% | -54.4% | -14.9% |
| YTD | +1.1% | +20.7% | -19.5% | -2.7% |
| 1Y | +3.4% | +35.0% | -31.7% | -2.7% |
| 3Y | +67.9% | -2.4% | +70.3% | +66.1% |
| All | +97.2% | +24.6% | +72.6% | +91.9% |
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