-19.1%
TE vs ELV
-7.6%
-11.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -3.1% |
| 7D | +15.0% | -2.2% | +17.2% | +14.8% |
| 30D | -7.5% | -0.2% | -7.3% | -7.5% |
| 3M | -42.0% | -6.1% | -35.9% | -42.2% |
| 6M | -31.4% | +42.8% | -74.3% | -30.6% |
| YTD | -26.5% | +14.4% | -40.9% | -26.5% |
| 1Y | +153.1% | +28.6% | +124.5% | +148.2% |
| All | -19.1% | -7.6% | -11.5% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling