-53.1%
TE vs ELV
+49.6%
-102.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | +0.2% | +3.2% | -3.0% | +0.2% |
| 30D | -5.9% | +5.4% | -11.3% | -6.0% |
| 3M | -45.6% | +5.4% | -50.9% | -45.6% |
| 6M | -43.4% | +45.7% | -89.1% | -44.3% |
| YTD | -31.0% | +21.2% | -52.2% | -31.8% |
| 1Y | +145.2% | +35.6% | +109.6% | +139.1% |
| 3Y | -24.1% | -2.0% | -22.0% | -24.1% |
| 5Y | -48.1% | +26.0% | -74.1% | -48.4% |
| All | -53.1% | +49.6% | -102.7% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling