+39.1%
O vs ELV
-1.5%
+40.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.4% | +1.0% | -1.3% | -0.4% |
| 30D | +7.1% | +0.4% | +6.8% | +7.1% |
| 3M | -5.2% | +8.4% | -13.6% | -5.7% |
| 6M | -1.8% | +8.4% | -10.2% | -2.4% |
| YTD | +9.1% | +24.4% | -15.3% | +7.1% |
| 1Y | +9.7% | +33.5% | -23.8% | +6.9% |
| 3Y | +39.1% | -2.1% | +41.2% | +37.8% |
| All | +39.1% | -1.5% | +40.6% | +37.8% |
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