+148.6%
TE vs ELV
+34.8%
+113.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +0.6% |
| 7D | -4.0% | +3.3% | -7.3% | -2.6% |
| 30D | -15.9% | +4.2% | -20.1% | -14.2% |
| 3M | -60.5% | -0.1% | -60.5% | -60.4% |
| 6M | -35.2% | +41.3% | -76.5% | -22.6% |
| YTD | -31.1% | +17.4% | -48.6% | -25.2% |
| 1Y | +148.6% | +35.1% | +113.6% | +165.8% |
| All | +148.6% | +34.8% | +113.8% | +165.8% |
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 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