+81.7%
SPY vs ELV
+14.8%
+66.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.4% | -2.2% | +1.8% | 0.0% |
| 30D | -1.4% | -0.2% | -1.2% | -1.4% |
| 3M | +3.7% | -6.1% | +9.8% | +4.4% |
| 6M | +13.0% | +42.8% | -29.8% | +6.4% |
| YTD | +12.4% | +14.4% | -2.0% | +9.1% |
| 1Y | +18.5% | +28.6% | -10.1% | +12.5% |
| 3Y | +77.6% | -7.4% | +85.0% | +76.1% |
| 5Y | +81.7% | +14.5% | +67.2% | +67.9% |
| All | +81.7% | +14.8% | +66.9% | +67.9% |
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