-9.1%
T vs ELV
+34.8%
-43.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.8% |
| 7D | -1.3% | +3.3% | -4.6% | -1.5% |
| 30D | +11.4% | +4.2% | +7.2% | +11.1% |
| 3M | +14.3% | -0.1% | +14.4% | +14.1% |
| 6M | -9.3% | +41.3% | -50.5% | -12.7% |
| YTD | +7.1% | +17.4% | -10.3% | +5.1% |
| 1Y | -9.1% | +35.1% | -44.2% | -11.7% |
| All | -9.1% | +34.8% | -43.9% | -11.7% |
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