+389.5%
T vs ELV
+2,444.2%
-2,054.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.5% |
| 7D | -1.3% | +3.3% | -4.6% | -2.0% |
| 30D | +11.4% | +4.2% | +7.2% | +10.3% |
| 3M | +14.3% | -0.1% | +14.4% | +13.8% |
| 6M | -9.3% | +41.3% | -50.5% | -17.1% |
| YTD | +7.1% | +17.4% | -10.3% | +1.8% |
| 1Y | -9.1% | +35.1% | -44.2% | -16.8% |
| 3Y | +105.3% | -3.2% | +108.6% | +99.7% |
| 5Y | +66.8% | +15.6% | +51.2% | +53.2% |
| 10Y | +66.8% | +276.8% | -210.0% | +10.4% |
| All | +389.5% | +2,444.2% | -2,054.8% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling